Module Directory


Module Description

Module Name
Module Code
Lecture Hrs
Practical Hrs
Derivatives and Risk Management

The Risk Management Process, Taxonomy of Risk, Credit Risk Management and securatised instruments, Liquidity risk management, Interest Rate risk management , Solvency risk and Capital Adequacy, Risk related to the Markets: Price Risks and FOREX risks, Derivatives: Definition and types, Forward Contract: Standard forward contracts, FRAs, forward options, forward swaps, payoff profiles, Pricing of forwards, Futures Contracts: Difference between futures and forwards, Dealers and Auction markets, Margins Requirements and Marking to Markets, Option contracts: Call and Put options, Payoff profiles, Option pricing models (binomial and Black Scholes), combination of options, Swaps : Interest and Currency Swaps, Risks in Swaps. Basel Accords (1,2,3); syndicated lending; securitisation techniques.
Faculty Department
FACULTY OF LAW AND MANAGEMENT Department of Finance and Accounting
Contact Details
Administrative assistant: TASLIMA BOODHUN-JHUMKA
Telephone: 4037400


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