BMA 5319: Corporate Risk Management

presspetManagement

Nov 10, 2013 (3 years and 7 months ago)

54 views

NATIONAL UNIVERSITY OF SINGAPORE

NUS Business School

Department of Finance


BMA

5
31
9
:

Corporate

Risk Management

Semester II, AY 20
11
-
20
1
2


Course Objective

This course covers the principals of financial risk management from the
perspective of non
-
financial corporations.
It

discusses
why firms should or should
not hedge,
how to
identify and
measure risks,
as well as

how to hedge
risk

exposures.
A
ttention will

be paid to
manage risks such as foreign exchange risk
,
commodity price risk
, interest rate risk and credit risk. The course will include
many case studies of
financial
risk management.


Lecturer

Duong Xuan Truong


Cou
rse Prerequisite

BMA5008
-

Financial M
anagement



Recommended Textbooks


John C. Hull

(2009),
Risk Management and Financial Institutions: International
Edition, 2/E
,
Pearson Higher Education (
ISBN:

0
-
138
-
00617
-
2
)


Rene M. Stulz (2003), Risk Management and Derivatives, Thomson


South
-
Western
College Publishing (ISBN:0
-
538
-
86101
-
0)


BMA 5319: Corporate Risk Management

2

Textbooks requirement


Buying of
textbooks

is optional


Assessment

This is a 100% CA course.

Quiz 1:




25
%

Quiz 2:




1
5%

Case Write
-
up and Presentation:

5
0%

Class Participation:



10
%


Course Contents

1.

Introduction to Risk Management

2.

Integrated Risk Management

3.

Measuring Risk and Risk Exposures

4.

Financial Instruments and Risk Management

5.

Hedging Strategies

6.

Managing Commodity Price Risk

7.

Managing Foreign Exchange Risk

8.

Managing Interest Rate Risk

9.

Managing Cred
it Risk