Financial Institutions Management

Subject FNCE90004 (2013)

Note: This is an archived Handbook entry from 2013.

Credit Points: 12.50
Level: 9 (Graduate/Postgraduate)
Dates & Locations:

This subject is not offered in 2013.
Time Commitment: Contact Hours: Seminars, lectures and tutorials totalling 3 hours per week
Total Time Commitment: Estimated total time commitment of 120 hours per semester
Prerequisites: Entry into the Master of Commerce (Finance)
Corequisites: None
Recommended Background Knowledge: None
Non Allowed Subjects: None
Core Participation Requirements: For the purposes of considering requests for Reasonable Adjustments under the Disability Standards for Education (Cwth 2005), and Students Experiencing Academic Disadvantage Policy, academic requirements for this subject are articulated in the Subject Description, Subject Objectives, Generic Skills and Assessment Requirements for this entry.

The University is dedicated to provide support to those with special requirements. Further details on the disability support scheme can be found at the Disability Liaison Unit website: http://www.services.unimelb.edu.au/disability/

Contact

Graduate School of Business and Economics
Level 4, 198 Berkeley Street
Telephone: +61 3 8344 1670
Online Enquiries
Web: www.gsbe.unimelb.edu.au
Subject Overview: Objectives of financial institutions; principles of financial intermediation; liquidity management; interest rate risk management; market risk; VaR; credit risk modelling; the role of capital; efficiency in the financial services sector; financial institutions regulation.
Objectives: On successful completion of this subject students should be able to:
  • Explain the principles of financial intermediation;
  • Identify and analyse interest rate risk on the banking book and the trading book for a financial institution;
  • Explain the key elements of liquidity risk for a financial institution, and how this risk is managed;
  • Apply the value-at-risk tool to quantify and manage market risk;
  • Explain current models for measuring credit risk, and analyse the role of capital in a financial institution;
  • Identify, explain and analyse the roles of funds transfer pricing, capital allocation and performance measurement in a large financial institution;
  • Describe and analyse the role that regulation plays in the financial services sector;
  • Explain models for measuring efficiency in the financial services sector, and analyse consolidation in this sector.
Assessment:
  • 3-hour end-of-semester examination (70%)
  • Assignments totalling not more than 3000 words (30%)
Prescribed Texts: You will be advised of prescribed texts by your lecturer.
Breadth Options:

This subject is not available as a breadth subject.
Fees Information: Subject EFTSL, Level, Discipline & Census Date
Generic Skills:

On successful completion of this subject, students should have improved the following generic skills:

  • Oral communication
  • Written communication
  • Collaborative learning
  • Problem solving
  • Team work
  • Statistical reasoning
  • Application of theory to practice
  • Interpretation and analysis
  • Critical thinking
  • Synthesis of data and other information
  • Evaluation of data and other information
  • Using computer software
  • Accessing data and other information from a range of sources
Related Course(s): Doctor of Philosophy - Business and Economics
Master of Commerce - Finance

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