Risk Management (MAN427) Course Detail

Course Name Course Code Season Lecture Hours Application Hours Lab Hours Credit ECTS
Risk Management MAN427 3 0 0 3 5
Pre-requisite Course(s)
-
Course Language English
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 X
Major Area Courses
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 Acquiring the skills of understanding, explaining, and using the fundamental concepts and methods of economics
2 Acquiring the skills of macro level economic analysis
3 Acquiring the skills of micro level economic analysis
4 Understanding the formulation and implementation of economic policies at the local, national, regional, and/or global level
5 Learning different approaches on economic and related issues
6 Acquiring the quantitative and/or qualitative techniques in economic analysis
7 Improving the ability to use the modern software, hardware and/or technological devices
8 Developing intra-disciplinary and inter-disciplinary team work skills X
9 Acquiring an open-minded behavior through encouraging critical analysis, discussions, and/or life-long learning
10 Adopting work ethic and social responsibility
11 Developing the skills of communication.
12 Improving the ability to effectively implement the knowledge and skills in at least one of the following areas: economic policy, public policy, international economic relations, industrial relations, monetary and financial affairs. 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