Risk Management (ISL427) Course Detail

Course Name Course Code Season Lecture Hours Application Hours Lab Hours Credit ECTS
Risk Management ISL427 3 0 0 3 5
Pre-requisite Course(s)
Course Language Turkish
Course Type N/A
Course Level Bachelor’s Degree (First Cycle)
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


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 Having the conceptual and applied knowledge about the basic functions of the business and gaining the ability to use the knowledge
2 To be able to diagnose the problems related to the field of business, to use scientific approaches effectively in the solution of problems and decision-making processes.
3 To be able to reveal and analyze the environmental, social, global effects and legal consequences of the applications related to the basic functions of the business.
4 To be able to analyze information and reports that concern businesses at the national, regional and global level, to set strategic goals according to the results obtained
5 Gain the ability to use, report and interpret Business Information Systems and sub-modules required by business management
6 Planning necessary activities such as starting a new business with innovative and creative thinking and taking risks for the sustainability of the business, finding resources, making market analysis, preparing a business plan, and using the learned information in this direction. X
7 Being aware of the fact that the research and learning process continues throughout life, to be able to follow the scientific and technological developments related to the business, to support oneself and the organization in innovation and continuous development.
8 To have the necessary leadership and managerial skills to achieve business objectives effectively and efficiently.
9 To be able to conduct scientific research in the field of business and report the results of the research to be used in managerial decision-making processes.
10 To be able to transfer information about the field of business using effective verbal, written and visual communication methods in the language of learning and professional English
11 To be aware of professional ethics, environmental awareness, sustainability, social responsibility, cultural, social and universal values
12 Working effectively with different disciplines or multicultural teams, taking responsibility, making risk analysis, adapting to change, critical thinking and using initiative in problem solving X
13 .

ECTS/Workload Table

Activities Number Duration (Hours) Total Workload
Course Hours (Including Exam Week: 16 x Total Hours) 16 3 48
Special Course Internship
Field Work
Study Hours Out of Class
Presentation/Seminar Prepration 1 15 15
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