ECTS - Risk Management
Risk Management (FNCE513) Course Detail
| Course Name | Course Code | Season | Lecture Hours | Application Hours | Lab Hours | Credit | ECTS |
|---|---|---|---|---|---|---|---|
| Risk Management | FNCE513 | General Elective | 3 | 0 | 0 | 3 | 5 |
| Pre-requisite Course(s) |
|---|
| N/A |
| Course Language | Turkish |
|---|---|
| Course Type | Elective Courses |
| Course Level | Social Sciences Master's Degree |
| Mode of Delivery | Face To Face |
| Learning and Teaching Strategies | Lecture, Discussion, Question and Answer. |
| Course Lecturer(s) |
|
| Course Objectives | The aim of this course, in-depth analysis of the financial crisis and causes of this crisis which are market risk, credit risk and operational risks and to gain insight about international and Turkish risk management applications |
| Course Learning Outcomes |
The students who succeeded in this course;
|
| Course Content | Financial risk and the sources of risk, calculation and management of portfolio risk, exchange rate, interest rate and credit risk, traditional risk management methods, risk management instruments. |
Weekly Subjects and Releated Preparation Studies
| Week | Subjects | Preparation |
|---|---|---|
| 1 | General analysis of risk management | Chapter 1: Risk Management |
| 2 | International financial crisis | Chapter 2: International financial crisis |
| 3 | 2000-2001 Turkish financial crisis | Chapter 2: International financial crisis |
| 4 | Basic risk measurements approaches | Chaopter 8: Basic Risk Measurements Approaches, lecture notes |
| 5 | Market Risk and Management | Chapter 8: Basic Risk Measurements Approaches, lecture notes |
| 6 | Value at Risk Model for Market Risk | Chapter 9: What is Value at Risk? |
| 7 | Course overview and practice exam | |
| 8 | Midterm exam | |
| 9 | Valuation Methods for Interest Rate Risk | Lecture notes |
| 10 | Measurement of Interest Rate Risk | Lecture notes |
| 11 | Basel Standards and Capital Adequacy | Chapter 3 Basel II : Integration in International Markets, Lecture notes |
| 12 | BASEL II in Turkish banking sector | Chapter 4: The Adaptation of Turkish Banking system to BASEL II, Lecture notes |
| 13 | Credit risk and management | Lecture notes |
| 14 | Provisions for Credit Risk | Lecture notes |
| 15 | Comprehensive Course Overview and Practice Exam | |
| 16 | Final exam |
Sources
| Course Book | 1. Risk Yönetimi: Türkiye Finans Piyasalarında Entegre Risk Ölçüm Ve Yönetim Uygulamaları (2009), Doç. Dr. K. Evren Bolgün, M. Barış Akçay, Scala Yayıncılık |
|---|---|
| Other Sources | 2. Ders Notları |
Evaluation System
| Requirements | Number | Percentage of Grade |
|---|---|---|
| Attendance/Participation | 1 | 10 |
| Laboratory | - | - |
| Application | - | - |
| Field Work | - | - |
| Special Course Internship | - | - |
| Quizzes/Studio Critics | - | - |
| Homework Assignments | 1 | 15 |
| Presentation | 1 | 15 |
| Project | - | - |
| Report | - | - |
| Seminar | - | - |
| Midterms Exams/Midterms Jury | 1 | 30 |
| Final Exam/Final Jury | 1 | 30 |
| Toplam | 5 | 100 |
| Percentage of Semester Work | 0 |
|---|---|
| Percentage of Final Work | 100 |
| Total | 100 |
Course Category
| Core Courses | X |
|---|---|
| Major Area Courses | |
| Supportive Courses | |
| Media and Managment Skills Courses | |
| Transferable Skill Courses |
The Relation Between Course Learning Competencies and Program Qualifications
| # | Program Qualifications / Competencies | Level of Contribution | ||||
|---|---|---|---|---|---|---|
| 1 | 2 | 3 | 4 | 5 | ||
| 1 | Obtaining wide knowledge about both Turkey and Global World Trade along with economics. | |||||
| 2 | Increasing skills on trade and logistics by getting modern and current trade and logistics knowledge. | |||||
| 3 | Getting current extensive knowledge about international business, global marketing, international distribution, international management, logistics, microeconomics, macroeconomics, international economics and policy, international trade theory, foreign trade regulation, customs procedures, international marketing research and international investment. | |||||
| 4 | Getting analytical and conceptual foresight and evaluation skills on international business, international logistics, international economics, international trade. | |||||
| 5 | Getting knowledge about logistics, distribution channels and its sub chanelles, wholesaling and retailing, on an international level. | |||||
| 6 | Getting opportunity working in current positions and being candidate upper positions in the future along with international trade and logistics field. | |||||
| 7 | Getting opportunity to evaluate international business, trade and economics along with global perspective. | |||||
| 8 | Getting wide knowledge about export and import transactions and their applications. | |||||
| 9 | Improving management skills by the knowledge that is usable in daily life. | |||||
| 10 | Getting knowledge about international trade law and regulations. | |||||
| 11 | Getting a wider perspective and evaluating opportunities on macro environment of international business. | |||||
ECTS/Workload Table
| Activities | Number | Duration (Hours) | Total Workload |
|---|---|---|---|
| Course Hours (Including Exam Week: 16 x Total Hours) | 16 | 3 | 48 |
| Laboratory | |||
| Application | |||
| Special Course Internship | |||
| Field Work | |||
| Study Hours Out of Class | |||
| Presentation/Seminar Prepration | 1 | 15 | 15 |
| Project | |||
| Report | |||
| Homework Assignments | 1 | 15 | 15 |
| Quizzes/Studio Critics | |||
| Prepration of Midterm Exams/Midterm Jury | 1 | 25 | 25 |
| Prepration of Final Exams/Final Jury | 1 | 25 | 25 |
| Total Workload | 128 | ||