| Course Type | Elective Course |
|---|
| Course Level | Master's Degree Without Thesis |
|---|
| Year of Study | - |
|---|
| Semester | - |
|---|
| ECTS | 10 |
|---|
| Name of Lecturer(s) |
- |
| Learning Outcomes |
At the end of this course, the students;
- will have information on concept and types of risk, development of risk management and risk management process.
- will understand the definitions of Market Risk, types and management, Liquidity Risk, Interest Rate Risk and Exchange Rate Risk
- learns definations and examples of exchange risk
- will be able to learn legal regulations and concepts about measuring Market Risk, Market Risk Derivatives, Operational Risk Management, Operational Risk Classification, measurement of Operational Risk, Credit Risk Management, Credit Risk Management Tools.
- will have information about rating in banking
- will be able to monitor and to interpret international regulations, situation in the world, the Turkish Banking Sector Developments about risk management.
- will have information about Basel regulations.
|
| Mode of Delivery | Face to face |
|---|
| Prerequisites | No |
|---|
| Recommended Optional Programme Components | None |
|---|
| Course Description | Concepts of risk and crisis, evolution of risk management globally, concept of risk in banking and types of risks, credit risk, liquidity risk, foreign exchange risk, interest rate risk, risk calculation, operational risk, risk-capital relationship, capital adequacy, Basel I process, Basel II consensus, Basel practices in Turkey topics will be explored. |
|---|
| 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 |
|
7th Week |
Measurement of Operational Risk |
|
8th Week |
Credit Risk Management, Credit Risk Management Tools |
|
9th Week |
Rating in Banking |
|
10th Week |
Credit Risk Measurement |
|
11th Week |
International Regulations, Situation in the World |
|
12th Week |
Turkish Banking Sector and Risk Management |
|
13th Week |
Basel I |
|
14th Week |
Basel II |
|
| Recommended or Required Reading | Babuşcu, Dr. Şenol, BASEL II Düzenlemeleri Çerçevesinde Bankalarda Risk Yönetimi, Ankara, 2005 |
|---|
| Planned Learning Activities and Teaching Methods |
- Lecture
- Discussion
- Presentation
|
|---|
| Assessment Methods and Criteria |
|
Quantity |
Percentage (%) |
| Mid-term |
1 |
30 |
| Assignment |
1 |
20 |
| Total(%) |
|
50 |
| Contribution of In-term Studies to Overall Grade(%) |
|
50 |
| Contribution of Final Examination to Overall Grade(%) |
|
50 |
| 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 |
14 |
196 |
| Preparation for Final exam |
1 |
40 |
40 |
| Course hours |
14 |
3 |
42 |
| Preparation for Midterm exam |
1 |
30 |
30 |
| Laboratory (including preparation) |
|
|
|
| Final exam |
1 |
2 |
2 |
| Homework |
1 |
3 |
3 |
| Total Work Load | 314 |
| Total Work Load / 30 (h) | 10.46 |
| ECTS Credit of the Course | 10 |
|
| Language of Instruction | Turkish |
|---|
| Work Placement(s) | No |
|---|
