| Course Unit Code | Course Unit Title | Type of Course Unit | Year of Study | Semester | Number of ECTS Credits | | UT310B.5 | Risk management | Elective | 3 | 6 | 4 |
|
| Level of Course Unit |
| First Cycle |
| Objectives of the Course |
| To inform the students about the concepts and principles related to identifying, measuring, evaluating the risks that banks may be exposed to due to their activities and taking them under control |
| Name of Lecturer(s) |
|
| Learning Outcomes |
| 1 | To understand the risks that banks may be exposed to | | 2 | Risk analysis | | 3 | Having the ability to quantify (measure) the risks that banks may be exposed to | | 4 | Having the ability to develop strategies that can reduce risks and possible negative effects to an acceptable level | | 5 | Having the ability to turn risks into opportunities |
|
| Mode of Delivery |
| Normal Education |
| Prerequisites and co-requisities |
| None |
| Recommended Optional Programme Components |
|
| Course Contents |
| Risk and Uncertainty Concepts / General Classification of Risks / Risk Management Concept and Importance for Banking / Risk Management Process and Stages / Specific Types of Banking Sector / Liquidity Risk Management: Risk-Return-Liquidity Relationship and Asset Liability Management / Credit Risk Management / Market Risk Management and Risk Management / Value at Risk / Economic Capital and Capital Adequacy Concepts / Measurement and Management of Interest Risk / GAP and Duration Analysis / Measurement and Management of Operational Risks / Basel Banking Surveillance Committee / Basel I-II-III Regulations / Bank Failures: Examples . |
| Weekly Detailed Course Contents |
|
| 1 | Concepts of uncertainty and risk | | | | 2 | Risk management process and stages | | | | 3 | Importance of risk and risk management in banking sector | | | | 4 | Risk types in banking sector | | | | 5 | Risk types in banking sector | | | | 6 | Liquidity risk management | | | | 7 | Measurement and management of market risk arising from trading | | | | 8 | Midterm exam | | | | 9 | Measurement and management of market risk arising from trading | | | | 10 | Measurement and management of structural interest risk | | | | 11 | Credit risk management | | | | 12 | Operational risk management | | | | 13 | Operational risk management techniques | | | | 14 | Basel Committee on Banking Supervision | | | | 15 | Risk management in insurance sector | | | | 16 | Final exam | | |
|
| Recommended or Required Reading |
| CANDAN, Hasan; ÖZÜN, Alper; "Banks in Risk Management and Basel II", Turkey Isbank Cultural Publications, Istanbul 2006.
Related lecture notes and articles |
| Planned Learning Activities and Teaching Methods |
|
| Assessment Methods and Criteria | |
| Midterm Examination | 1 | 100 | | SUM | 100 | |
| Final Examination | 1 | 100 | | SUM | 100 | | Term (or Year) Learning Activities | 40 | | End Of Term (or Year) Learning Activities | 60 | | SUM | 100 |
| | Language of Instruction | | Turkish | | Work Placement(s) | | none |
|
| Workload Calculation |
|
| Midterm Examination | 1 | 5 | 5 |
| Final Examination | 1 | 5 | 5 |
| Attending Lectures | 14 | 5 | 70 |
| Homework | 11 | 4 | 44 |
|
| Contribution of Learning Outcomes to Programme Outcomes |
| LO1 | 5 | 4 | 2 | 2 | 4 | 4 | 4 | 4 | 2 | 3 | | LO2 | 3 | 5 | 3 | 3 | 2 | 4 | 5 | 2 | 4 | 2 | | LO3 | 2 | 4 | 2 | 2 | 2 | 4 | 4 | 2 | 5 | 3 | | LO4 | 2 | 4 | 2 | 2 | 4 | 4 | 4 | 4 | 4 | 3 | | LO5 | 4 | 4 | 2 | 4 | 5 | 2 | 5 | 4 | 4 | 3 |
|
| * Contribution Level : 1 Very low 2 Low 3 Medium 4 High 5 Very High |
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