Risk Management (ISL427) Course Detail

Course Name Course Code Season Lecture Hours Application Hours Lab Hours Credit ECTS
Risk Management ISL427 Area Elective 3 0 0 3 5
Pre-requisite Course(s)
N/A
Course Language Turkish
Course Type Technical Elective Courses
Course Level Bachelor’s Degree (First Cycle)
Mode of Delivery Face To Face
Learning and Teaching Strategies Lecture.
Course Coordinator
Course Lecturer(s)
Course Assistants
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;
  • To evaluate international and national financial crisis together with their reasons
  • To analyze market risk in the framework of interest and foreign exchange risks and the to eloborate risk management applications in Turkey
  • To evaluate the transactions creating credit risk and to eloborate the relevant risk management applications in Turkey
  • To evaluate the transactions creating operational risk and to eloborate the relevant risk management applications in Turkey
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 General analysis of risk management Chapter 1: Risk Management
2 International financial crisis Chapter 2: International financial crisis
3 2000-2001 Turkish financial crisis Chapter 2: International financial crisis
4 Basic risk measurements approaches Chaopter 8: Basic Risk Measurements Approaches, lecture notes
5 Market Risk and Management Chapter 8: Basic Risk Measurements Approaches, lecture notes
6 Value at Risk Model for Market Risk Chapter 9: What is Value at Risk?
7 Course overview and practice exam
8 Midterm exam
9 Valuation Methods for Interest Rate Risk Lecture notes
10 Measurement of Interest Rate Risk Lecture notes
11 Basel Standards and Capital Adequacy Chapter 3 Basel II : Integration in International Markets, Lecture notes
12 BASEL II in Turkish banking sector Chapter 4: The Adaptation of Turkish Banking system to BASEL II, Lecture notes
13 Credit risk and management Lecture notes
14 Provisions for Credit Risk Lecture notes
15 Comprehensive Course Overview and Practice Exam
16 Final exam

Sources

Course Book 1. Risk Yönetimi: Türkiye Finans Piyasalarında Entegre Risk Ölçüm Ve Yönetim Uygulamaları (2009), Doç. Dr. K. Evren Bolgün, M. Barış Akçay, Scala Yayıncılık
Other Sources 2. Ders Notları

Evaluation System

Requirements Number Percentage of Grade
Attendance/Participation 1 10
Laboratory - -
Application - -
Field Work - -
Special Course Internship - -
Quizzes/Studio Critics - -
Homework Assignments 1 15
Presentation 1 15
Project - -
Report - -
Seminar - -
Midterms Exams/Midterms Jury 1 30
Final Exam/Final Jury 1 30
Toplam 5 100
Percentage of Semester Work 70
Percentage of Final Work 30
Total 100

Course Category

Core Courses
Major Area Courses X
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 Gains the ability to use knowledge by acquiring conceptual and practical understanding of all core functions of business.
2 Identifies problems related to the field of business and effectively uses scientific approaches in problem-solving and decision-making processes.
3 Demonstrates and analyzes the environmental, social, global impacts and legal consequences of practices related to core business functions.
4 Analyzes information and reports relevant to businesses at national, regional, and global levels, and sets strategic goals based on the results obtained.
5 Gains the ability to use, report, and interpret Business Information Systems and their sub-modules required for business management.
6 Plans the necessary activities such as taking risks, securing resources, conducting market analysis, and preparing business plans for starting a new venture and ensuring its sustainability with innovative and creative thinking, and applies the acquired knowledge accordingly. X
7 Supports oneself and the organization in terms of innovation and continuous improvement, while being aware that the process of research and learning is lifelong and following scientific and technological developments related to business.
8 Acquires the necessary leadership and managerial skills to achieve business objectives effectively and efficiently.
9 Conducts scientific research in the field of business and reports the research findings to be used in managerial decision-making processes.
10 Uses effective verbal, written, and visual communication methods to convey information related to the field of business in the language of instruction and professional English.
11 Develops awareness of professional ethics, environmental sensitivity, sustainability, social responsibility, and cultural, societal, and universal values.
12 Takes initiative in working effectively with different disciplines or multicultural teams, assuming responsibility, conducting risk analysis, adapting to change, and applying critical thinking and problem-solving skills. X
13 .

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