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Page 1: FIN3118 Financial Risk Management - NUS Business …bschool.nus.edu.sg/Portals/0/images/mba/docs/BMA5319... · Web viewIntroduction to Risk Management Integrated Risk Management Measuring

NATIONAL UNIVERSITY OF SINGAPORE

NUS Business School

Department of Finance

BMA 5319: Corporate Risk Management

Semester II, AY 2009-2010

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. Attention 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

Course Prerequisite

BMA5008 - Financial Management

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)

Page 2: FIN3118 Financial Risk Management - NUS Business …bschool.nus.edu.sg/Portals/0/images/mba/docs/BMA5319... · Web viewIntroduction to Risk Management Integrated Risk Management Measuring

BMA 5319: Corporate Risk Management

Textbooks requirement

Buying of textbooks is optional

Assessment

This is a 100% CA course.

Quiz 1: 30%

Quiz 2: 15%

Case Write-up and Presentation: 50%

Class Participation: 5%

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 Credit Risk

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