A/L MANAGEMENT IN BANKING

BF534

Course Code: BF534
Semester: Second Term (Spring)
Theory+Practice: 3 + 0
ECTS: 10

Course Type

Compulsory Course

Course Level

Master's Degree With Thesis

Year of Study

Semester

Second Term (Spring)

ECTS

Name of Lecturer(s)

Learning Outcomes

At the end of this course, the students;

will have information on Financial Statements of a bank
will be able to debate on practical examples about factors affecting the structure of the source and the cost of the source of a bank,
will be able to learn basic concepts about liability cost calculation,classification of assets, liability management and asset management of a bank
will have information about interest earning assets and calculation of return, non-income assets and negative effects on assets
will be able to learn about Duration Analysis and Transfer Pricing applications
will be able to understand the importance of costing and pricing for Asset-Liability Management.

Mode of Delivery

Face to face

Prerequisites

Recommended Optional Programme Components

None

Course Description

Bank balance sheet evaluation, resource and fund structure in Turkish banking sector, factors affecting resource cost, cost calculation methods, liability managament and cost calculation methods, pricing banking instruments, classification of bank asstes, yielding Bank balance sheet evaluation, resource and fund structure in Turkish banking sector, factors affecting resource cost, cost calculation methods, liability managament and cost calculation methods, pricing banking instruments, classification of bank asstes, yielding

Course Contents

WEEK	TOPICS
1^st Week	Financial Statements of a Bank
2^nd Week	Source Structure of the Turkish Banking Sector
3^rd Week	Factors Affecting the Cost of Source
4^th Week	Calculating the Cost of Liability and Liability Management
5^th Week	Classification of Bank Assets and Asset Management
6^th Week	Midterm
7^th Week	Seperation of Assets
8^th Week	Interest Earning Assets and Calculation of Return
9^th Week	Non-income Assets and Negative Effects on Assets
10^th Week	Duration Analysis
11^th Week	Transfer Pricing
12^th Week	Importance of Costing and Pricing for Asset-Liability Management
13^th Week	Sample Applications
14^th Week	Sample Applications

Recommended or Required Reading

ÖÇAL, Prof. Dr. Tezer, Finansal Sistem ve Bankalar, Ankara, 1999

Planned Learning Activities and Teaching Methods

Lecture
Discussion
Questions/Answers

Assessment Methods and Criteria

	Quantity	Percentage (%)
Mid-term	1	35
Total(%)		35
Contribution of In-term Studies to Overall Grade(%)		35
Contribution of Final Examination to Overall Grade(%)		65
Total(%)		100

ECTS Allocated Based on Student Workload

Activities	Quantity	Duration (Hour)	Total Workload (Hour)
Midterm exam	1	1.5	1.5
Preparation for Quiz
Individual or group work	14	12	168
Preparation for Final exam	1	65	65
Course hours	14	3	42
Preparation for Midterm exam
Laboratory (including preparation)
Final exam	1	2	2
Homework	2	10	20
Total Work Load			298.5
Total Work Load / 30 (h)			9.95
ECTS Credit of the Course			10

Language of Instruction

Turkish

Work Placement(s)

Programme Qualifications / Learning Outcomes

	LO1	LO2	LO3	LO4	LO5	LO6
K1			X
K2		X	X
K3			X
K4		X
K5			X	X
K6		X
K7
K8				X
K9
K10		X