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

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
Supportive Courses X
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 Have an advanced level of basic theoretical knowledge on the field of public finance in order to obtain the practical gains.
2 Identify the issues related to the field of public finance by dealing with it within the framework of the methodological approach, and report and evaluate it from an analytical point of view.
3 Understand, interpret and analyse economic and financial events, equipped with knowledge of certain disciplines, especially economics, business and law.
4 Develop policies and strategies for solving the problems by establishing the cause-effect relationship related to fiscal and economic issues through theoretical information and the discussions.
5 Establish the relationship of public financial management and budget theory with public policies, he/she makes strong budget analysis, develop analysis on public finance and makes a link with the policy implementation
6 Understand the tax theory, learning the legal structure, following the legal and financial developments and gaining a professional competence in tax matters effectively develop it.
7 Have knowledge of accounting systems in private and public institutions and businesses, analyze and interpret the financial and financial structure of institutions with the knowledge and competence gained.
8 Gain knowledge of macroeconomic framework and growth theory, including theoretical and country examples, evaluates economic developments from a theoretical perspective.
9 Use foreign language in financial and economic fields, follow international literature, communicate on professional issues.
10 Benefit from technological developments in studies specific to its field by using information technologies, digital developments and common software.
11 Use qualitative and quantitative methods for the analysis of economic, financial, social and institutional events.
12 While fulfilling its academic and professional responsibilities, develop an approach that respects s United Nations sustainable development goals, freedoms, rights of the disadvantaged groups, environment, cultural and moral values.

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