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 | 1. To be able to combine and use the knowledge of their undergraduate program area with the knowledge of business administration. | |||||
| 2 | 2. To have knowledge about research methods and techniques and to be able to use them | |||||
| 3 | 3. To be able to produce creative and constructive solutions in cases of uncertainty and confusion in the field of business. | |||||
| 4 | 4. To be able to comprehend the basic concepts and basic functions of business administration at the level of expertise. | |||||
| 5 | 5. To be able to plan and manage activities for the professional development of employees under his/her responsibility in professional activities and projects in his/her field. | |||||
| 6 | 6. To be able to produce innovative and creative ideas and to put these ideas into practice. | |||||
| 7 | 7. To be able to carry out a study independently using the knowledge he has in the field of business administration and to take responsibility as a team member in cooperation with other professional groups working in this field. | |||||
| 8 | 8. To have the ability to reach scientific knowledge in the field of business, to monitor, evaluate and apply the current literature. | |||||
| 9 | 9. To be able to transfer information about the business area by using effective verbal, written and visual communication methods. | |||||
| 10 | 10. To be aware of professional ethics, environmental awareness, sustainability, social responsibility, cultural, social and universal values. | |||||
| 11 | 11. To be able to work effectively with different disciplines or multicultural teams, to take responsibility, to make risk analysis, to keep up with change, to think critically and to use initiative in problem solving. | |||||
| 12 | 12. To have the ability to present a research problem, to develop hypotheses, to design research and to reach a conclusion by using qualitative/quantitative methods, by making the necessary literature review, and to have the ability to publish an academic publication as a result. | |||||
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 | ||