RISK MANAGEMENT

BTS564

Course Code: BTS564
Semester: -
Theory+Practice: 3 + 0
ECTS: 10

Course Type

Elective Course

Course Level

Master's Degree With Thesis

Year of Study

Semester

ECTS

Name of Lecturer(s)

Learning Outcomes

At the end of this course, the students;

the foreign exchange market balance of payments international investment

Mode of Delivery

Face to face

Prerequisites

Recommended Optional Programme Components

Basic concepts in international finance. International monetary system Currency markets (spot, forward, swap, ve futures markets) International Parity Currency Options Hedging Global Capital costs MIDTERM I Acquiring debts and capital fron international markets Export Financing Imports Effects of and foreign Exchange rate risk on the value of firm Relations between foreign direct investment and foreign exchange rate Relations between foreign direct investment and foreign exchange rate (MIDTERM II)

Course Description

Key actors in risk management, regulators, risk management of firms, methods and determination of risk; arbitrament of Basel I and II, and their novelties risk of credits, market and operation; concept of Value-at-risk.

Course Contents

Recommended or Required Reading

"Frankel, Jeffrey A., 1995, Financial Markets and Monetary Policy (Cambridge: MIT Press) isbn 0-262-
06174-0"
"Utz-Peter Reich National Accounts & Economics: A Study in Concepts Plagrave October 2001 isbn: 0-
333-73391-6"

Planned Learning Activities and Teaching Methods

Lecture
Questions/Answers
Case Study
Problem Solving

Assessment Methods and Criteria

	Quantity	Percentage (%)
Mid-term	2	40
Quiz	1	10
Total(%)		50
Contribution of In-term Studies to Overall Grade(%)		50
Contribution of Final Examination to Overall Grade(%)		50
Total(%)		100

Language of Instruction

Turkish

Work Placement(s)

Programme Qualifications / Learning Outcomes

	LO1
K1
K2
K3	X
K4
K5
K6
K7
K8
K9
K10	X
K11