| Course Type | Compulsory Course |
|---|
| Course Level | Bachelor's Degree |
|---|
| Year of Study | 4 |
|---|
| Semester | Seventh Term (Fall) |
|---|
| ECTS | 5 |
|---|
| Name of Lecturer(s) |
|
| Learning Outcomes |
At the end of this course, the students;
- Have information about the concept and types of risk, development of risk management, and the management process.
- Inform about market risk, types and management, liquidity risk, interest Rate risk.
- Understand the definitions and examples of currency risk.
- 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.
- Gain information about rating in banking.
- Learn to interpret the developments in the Turkish banking sector on risk management.
- Gain knowledge of Basel regulations and their contents.
|
| Mode of Delivery | Face to face |
|---|
| Prerequisites | No |
|---|
| Recommended Optional Programme Components | It is recommended to take courses such as basic finance, basic banking, basic statistics, basic accounting, and bank balance sheet. |
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| Course Description | This 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 Reading | Babuşcu, 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 Load | 146 |
| Total Work Load / 30 (h) | 4.86 |
| ECTS Credit of the Course | 5 |
|
| Language of Instruction | Turkish |
|---|
| Work Placement(s) | No |
|---|
