Information Package

Program of Banking and Finance

TBF300

BANK ASSET LIABILITY MANAGEMENT

Course Code
TBF300
Semester
-
Theory+Practice
3 + 0
ECTS
5
Course TypeElective Course
Course LevelBachelor's Degree
Year of Study-
Semester-
ECTS5
Name of Lecturer(s) -
Learning Outcomes

At the end of this course, the students;

  1. Gain knowledge about bank financial statements.
  2. Gain the ability to discuss the funding structure of the Turkish banking sector and the factors affecting bank funding costs through practical examples.
  3. Understand basic concepts related to calculating bank liability costs, liability management, and the classification and management of bank assets.
  4. Gain detailed knowledge about the distinction between interest-bearing and non-interest-bearing assets, the calculation of returns on interest-bearing assets, and the negative effects of non-interest-bearing assets.
  5. Gain practical knowledge in the areas of duration analysis and transfer pricing.
  6. Understand the importance of cost calculation and pricing in terms of asset-liability management through case studies.
Mode of DeliveryFace to face
PrerequisitesNo
Recommended Optional Programme ComponentsNone
Course DescriptionThis course will cover the bank balance sheet, income and expense accounts, financial statements, the funding structure of the Turkish banking sector, and the factors affecting funding costs. The cost of bank resources, liability management, pricing of banking products, analysis of interest-bearing and non-interest-bearing assets, and the importance of cost calculation and pricing in asset-liability management will be examined.
Course Contents
WEEK TOPICS
1st Week Bank financial statements
2nd Week Resource structure in the Turkish banking sector
3rd Week Factors affecting bank funding costs
4th Week Calculation of bank liability costs and liability management
5th Week Classification and management of bank assets
6th Week Interest-bearing and non-interest-bearing asset distinction
7th Week Calculation of returns on interest-bearing assets
8th Week Midterm exam
9th Week Non-interest-bearing assets and their negative effects on assets
10th Week Duration analysis
11th Week Transfer pricing
12th Week Importance of cost calculation and pricing in asset-liability management
13th Week Case studies
14th Week Case studies
Recommended or Required ReadingLecture notes

Öçal, T., & Çolak, Ö. F. (1999). Finansal sistem ve bankalar. Ankara: Nobel Yayınları.
Planned Learning Activities and Teaching Methods
  • Lecture
  • Discussion
  • Questions/Answers
Assessment Methods and Criteria
Quantity Percentage (%)
Mid-term 1 40
Total(%) 40
Contribution of In-term Studies to Overall Grade(%) 40
Contribution of Final Examination to Overall Grade(%) 60
Total(%) 100
ECTS Allocated Based on Student Workload
Activities Quantity Duration (Hour) Total Workload (Hour)
Midterm exam 1 1 1
Preparation for Quiz
Individual or group work 14 3 42
Preparation for Final exam 1 40 40
Course hours 13 3 39
Preparation for Midterm exam 1 20 20
Laboratory (including preparation)
Final exam 1 1 1
Homework
Total Work Load143
Total Work Load / 30 (h)4.76
ECTS Credit of the Course5
Language of InstructionTurkish
Work Placement(s)No
LO1 LO2 LO3 LO4 LO5 LO6
K1 X X X X
K2 X X X X
K3
K4
K5
K6 X
K7
K8 X
K9
K10