ECTS - Risk Management
Risk Management (MBA515) Course Detail
| Course Name | Course Code | Season | Lecture Hours | Application Hours | Lab Hours | Credit | ECTS |
|---|---|---|---|---|---|---|---|
| Risk Management | MBA515 | Area Elective | 3 | 0 | 0 | 3 | 5 |
| Pre-requisite Course(s) |
|---|
| N/A |
| Course Language | English |
|---|---|
| Course Type | Elective Courses |
| Course Level | Ph.D. |
| Mode of Delivery | Face To Face |
| Learning and Teaching Strategies | Lecture, Discussion, Question and Answer. |
| Course Lecturer(s) |
|
| Course Objectives | The aim of this course, in-depth analysis of the financial crisis and causes of this crisis which are market risk, credit risk and operational risks and to gain insight about international and Turkish risk management applications |
| Course Learning Outcomes |
The students who succeeded in this course;
|
| Course Content | Financial risk and the sources of risk, calculation and management of portfolio risk, exchange rate, interest rate and credit risk, traditional risk management methods, risk management instruments. |
Weekly Subjects and Releated Preparation Studies
| Week | Subjects | Preparation |
|---|---|---|
| 1 | What Is Financial Risk Management? | ESSENTIALS of Financial Risk Management, Karen A. Horcher (1-20) |
| 2 | Identifying major financial risks | ESSENTIALS of Financial Risk Management, Karen A. Horcher (23-33) |
| 3 | Identifying major financial risks | ESSENTIALS of Financial Risk Management, Karen A. Horcher (34-47) |
| 4 | Interest rate risk | ESSENTIALS of Financial Risk Management, Karen A. Horcher (48-60) |
| 5 | Interest rate risk | ESSENTIALS of Financial Risk Management, Karen A. Horcher (61-73) |
| 6 | Foreign exchange rate risk | ESSENTIALS of Financial Risk Management, Karen A. Horcher (61-73) |
| 7 | Foreign exchange rate risk | ESSENTIALS of Financial Risk Management, Karen A. Horcher (74-103) |
| 8 | Midterm exam | |
| 9 | Credit risk | ESSENTIALS of Financial Risk Management, Karen A. Horcher (74-103) |
| 10 | Credit risk | ESSENTIALS of Financial Risk Management, Karen A. Horcher (104-124) |
| 11 | Commodity risk | ESSENTIALS of Financial Risk Management, Karen A. Horcher (125-149) |
| 12 | Operational risk | ESSENTIALS of Financial Risk Management, Karen A. Horcher (150-179) |
| 13 | Credit risk and management | Lecture notes |
| 14 | Risk management: hedgeing | ESSENTIALS of Financial Risk Management, Karen A. Horcher (180-190) |
| 15 | Hedging policies | ESSENTIALS of Financial Risk Management, Karen A. Horcher (191-209) |
| 16 | Final exam |
Sources
| Course Book | 1. ESSENTIALS of Financial Risk Management, Karen A. Horcher, John Wiley & Sons, Inc. |
|---|
Evaluation System
| Requirements | Number | Percentage of Grade |
|---|---|---|
| Attendance/Participation | 1 | 10 |
| Laboratory | - | - |
| Application | - | - |
| Field Work | - | - |
| Special Course Internship | - | - |
| Quizzes/Studio Critics | - | - |
| Homework Assignments | - | - |
| Presentation | - | - |
| Project | - | - |
| Report | - | - |
| Seminar | - | - |
| Midterms Exams/Midterms Jury | 1 | 30 |
| Final Exam/Final Jury | 1 | 30 |
| Toplam | 3 | 70 |
| Percentage of Semester Work | |
|---|---|
| Percentage of Final Work | 100 |
| Total | 100 |
Course Category
| Core Courses | X |
|---|---|
| Major Area Courses | |
| Supportive Courses | |
| Media and Managment Skills Courses | |
| Transferable Skill Courses |
The Relation Between Course Learning Competencies and Program Qualifications
| # | Program Qualifications / Competencies | Level of Contribution | ||||
|---|---|---|---|---|---|---|
| 1 | 2 | 3 | 4 | 5 | ||
| 1 | Possesses the ability to conduct comprehensive literature reviews, formulate research problems, develop hypotheses, design research, and apply qualitative and quantitative methods to reach conclusions, ultimately leading to the ability to produce academic publications. | |||||
| 2 | Demonstrates awareness of research ethics. | |||||
| 3 | Contributes to the development of an information society by continuously following technological, social, and cultural advancements in academic and professional contexts. | |||||
| 4 | Approaches problems arising in businesses from theoretical, conceptual, and research-oriented perspectives. | |||||
| 5 | Understands the interaction between various disciplines related to the field of business and utilizes knowledge requiring expertise to analyze, synthesize, and evaluate new and complex ideas. | |||||
| 6 | In the face of unforeseen complex situations in business practice, produces solutions by developing new strategic approaches through holistic and creative thinking. | |||||
| 7 | Possesses a solid command of fundamental concepts and methodologies in the field of general business administration. | |||||
| 8 | Has a comprehensive understanding of the academic literature and international developments in the field of general business. | |||||
| 9 | Effectively communicates information related to the field of business using verbal, written, and visual communication methods. | |||||
| 10 | Demonstrates awareness of professional ethics, environmental sensitivity, sustainability, social responsibility, and cultural, societal, and universal values. | |||||
| 11 | Works effectively with different disciplines or multicultural teams, takes responsibility, conducts risk analysis, adapts to change, engages in critical thinking, and takes initiative in problem-solving. | |||||
ECTS/Workload Table
| Activities | Number | Duration (Hours) | Total Workload |
|---|---|---|---|
| Course Hours (Including Exam Week: 16 x Total Hours) | 16 | 3 | 48 |
| Laboratory | |||
| Application | |||
| Special Course Internship | |||
| Field Work | |||
| Study Hours Out of Class | |||
| Presentation/Seminar Prepration | 1 | 15 | 15 |
| Project | |||
| Report | |||
| Homework Assignments | 1 | 15 | 15 |
| Quizzes/Studio Critics | |||
| Prepration of Midterm Exams/Midterm Jury | 1 | 25 | 25 |
| Prepration of Final Exams/Final Jury | 1 | 25 | 25 |
| Total Workload | 128 | ||