ECTS - Risk Management
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) |
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- |
Course Language | Turkish |
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Course Type | N/A |
Course Level | Bachelor’s Degree (First Cycle) |
Mode of Delivery | Face To Face |
Learning and Teaching Strategies | Lecture. |
Course Lecturer(s) |
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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;
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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 |
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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 |
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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 |
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Percentage of Final Work | 30 |
Total | 100 |
Course Category
Core Courses | |
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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 |