Risk Management (ISL427) Ders Detayları

Course Name Corse Code Dönemi Lecture Hours Uygulama Saati Lab Hours Credit ECTS
Risk Management ISL427 Elective Courses 3 0 0 3 5
Pre-requisite Course(s)
-
Course Language Türkçe
Course Type Technical Elective Courses
Course Level Lisans
Mode of Delivery Face To Face
Learning and Teaching Strategies Lecture.
Course Coordinator
Course Lecturer(s)
  • Asst. Prof. Dr. Neslihan Turgut Topbaş
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
Percentage of Final Work 100
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 Understanding and explaining the concepts regarding to the main fields of Management (Management, Production, Marketing, Accounting- Finance) and gaining the ability to apply these skills in management. X
2 Gaining the ability to use technology required for buseiness administration X
3 An ability to analyze the information and reports of the markets and businesses and setting goals with respect to results of the analysis. X
4 An ability to trace and evaluate the global, local and/or regional developments related to businesses and making strategic decisions. X
5 An ability to set a innovative business or an ability to use the knowledge in the operations of management(taking risk, finding resources, making market research, and preparing business plans etc.) X
6 An ability to apply knowledge regarding functions of management. X
7 An ability to have oral and written communication skills particular to management and use these skills effectively in professional relations X
8 Compliance with rules of Socials and business ethics and to the principles of social responsibility X
9 An ability to use life-long learning approach in order to adapt constantly changing environmental factors (technological, political ,economical, and socio cultural etc.) X
10 An ability to conduct research on management and reporting the outcomes with the related parties. X
11 Taking responsibility within the teamwork, thinking critically and taking initiative in problem solving. X
12 Using professional English in written and verbal communication. ("European Language Portfolio Global Scale", Level B1) X
13 Having knowledge about law required by management. X

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