Information Package

Program of Banking and Finance

BANK461

RISK MANAGEMENT IN BANKING

Course Code
BANK461
Semester
Seventh Term (Fall)
Theory+Practice
3 + 0
ECTS
5
Course TypeCompulsory Course
Course LevelBachelor's Degree
Year of Study4
SemesterSeventh Term (Fall)
ECTS5
Name of Lecturer(s)
Learning Outcomes

At the end of this course, the students;

  1. Have information about the concept and types of risk, development of risk management, and the management process.
  2. Inform about market risk, types and management, liquidity risk, interest Rate risk.
  3. Understand the definitions and examples of currency risk.
  4. Recognize the legal regulations and concepts about market risk measurement, market risk derivatives, operational risk management, classification of operational risks, operational risk measurement, credit risk management, and credit risk management tools.
  5. Gain information about rating in banking.
  6. Learn to interpret the developments in the Turkish banking sector on risk management.
  7. Gain knowledge of Basel regulations and their contents.
Mode of DeliveryFace to face
PrerequisitesNo
Recommended Optional Programme ComponentsIt is recommended to take courses such as basic finance, basic banking, basic statistics, basic accounting, and bank balance sheet.
Course DescriptionThis course clarifies the concept of risk management and addresses why it is essential. It includes a global overview of risk management, details on various types of risk such as credit risk, operational risk, and market risk, as well as an examination of risk management practices in the Turkish banking sector. Legal regulations, Basel II, and banks are also introduced.
Course Contents
WEEK TOPICS
1st Week Concept and types of risk, development of risk management and risk management process
2nd Week Market risk, types and management, liquidity risk
3rd Week Interest rate risk
4th Week Exchange rate risk
5th Week Measuring market risk, market risk derivatives
6th Week Operational risk management, operational risk classification, measurement of operational risk
7th Week Credit risk management, credit risk management tools
8th Week Midterm exam
9th Week Rating in banking
10th Week International regulations, situation in the world
11th Week Turkish banking sector and risk management
12th Week Basel I
13th Week Basel II
14th Week General review
Recommended or Required ReadingBabuşcu, Ş. (2005). Basel II düzenlemeleri çerçevesinde bankalarda risk yönetimi. Akademi Consulting & Training.
Planned Learning Activities and Teaching Methods
  • Lecture
  • Questions/Answers
  • Discussion
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 30 30
Course hours 14 3 42
Preparation for Midterm exam 1 30 30
Laboratory (including preparation)
Final exam 1 1 1
Homework
Total Work Load146
Total Work Load / 30 (h)4.86
ECTS Credit of the Course5
Language of InstructionTurkish
Work Placement(s)No
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