| Course Type | Elective Course |
|---|
| Course Level | Doctorate Of Science |
|---|
| Year of Study | - |
|---|
| Semester | - |
|---|
| ECTS | 15 |
|---|
| Name of Lecturer(s) |
- |
| Learning Outcomes |
At the end of this course, the students;
- Understand the justifications of BASEL arrangements regarding financial markets.
- Understand the changes in BASEL arrangements until now.
- Interpret the effect of BASEL arrangements on the market players and can discuss the results of examinations made by himself.
- Make risk calculations by using BASEL arrangements.
- Interpret risk management methods provided by the BASEL arrangements and discuss results of the applications.
|
| Mode of Delivery | Face to face |
|---|
| Prerequisites | No |
|---|
| Recommended Optional Programme Components | |
|---|
| Course Description | The aim of this course is to present BASEL regulations and their implementations and their effects on the financial agents in the banking sector. Also risk management calculations with respect to BASEL and management strategies will be outlinesed. |
|---|
| Course Contents |
| WEEK |
TOPICS |
|
1st Week |
The concept of risk and the types of risks, the evolution of risk management and risk management process |
|
2nd Week |
Market risk, types and its management, liquidity risk |
|
3rd Week |
Interest rate risk |
|
4th Week |
Exchange rate risk |
|
5th Week |
Measurement of market risk, Derivative instruments |
|
6th Week |
Operational risk management, the classification of operational risks |
|
7th Week |
Measurement of operational risk |
|
8th Week |
Credit risk management and management tools. |
|
9th Week |
Rating |
|
10th Week |
Credit Risk Measurement |
|
11th Week |
International arrangements |
|
12th Week |
Risk management in Turkish banking sector |
|
13th Week |
Basel I |
|
14th Week |
Basel II |
|
15th Week |
|
|
| Recommended or Required Reading | Babuşcu, Doç. Dr. Şenol, Hazar, Doç. Dr. Adalet, Bankalarda Risk Yönetimi, Ankara, 2017 |
|---|
| Planned Learning Activities and Teaching Methods |
- Lecture
- Discussion
- Presentation
|
|---|
| 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 |
2 |
2 |
| Preparation for Quiz |
3 |
1.5 |
4.5 |
| Individual or group work |
14 |
25 |
350 |
| Preparation for Final exam |
1 |
35 |
35 |
| Course hours |
14 |
3 |
42 |
| Preparation for Midterm exam |
1 |
20 |
20 |
| Laboratory (including preparation) |
|
|
|
| Final exam |
1 |
2.5 |
2.5 |
| Homework |
3 |
3 |
9 |
| Total Work Load | 465 |
| Total Work Load / 30 (h) | 15.5 |
| ECTS Credit of the Course | 15 |
|
| Language of Instruction | Turkish |
|---|
| Work Placement(s) | No |
|---|
