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Fixed Income and Risk Management

Code: ACFI809

Credits: 20

Semester: Semester 2

The aim of this module is to introduce students to the fixed income market and risk management. The module is divided into two blocks. The first block characterises the fixed income market and discusses the issuance of fixed income securities, their pricing and risk management. The second block enables students to develop skills in assessing, measuring and managing a range of financial risks to which companies are exposed. Particular emphasis is placed on the measurement and management of market risk, cash flow risk and credit risk. While the lecture introduces the key concepts, the seminars are more practical and provide an opportunity to apply the knowledge. Students are expected to attend lectures and participate fully in seminar exercises.