| Course Name |
Risk Management in Banking
|
|
Code
|
Semester
|
Theory
(hour/week) |
Application/Lab
(hour/week) |
Local Credits
|
ECTS
|
|
BNK 132
|
Fall/Spring
|
3
|
0
|
3
|
5
|
| Prerequisites |
None
|
|||||
| Course Language |
Turkish
|
|||||
| Course Type |
Elective
|
|||||
| Course Level |
Short Cycle
|
|||||
| Course Coordinator | - | |||||
| Course Lecturer(s) | ||||||
| Assistant(s) | - | |||||
| Course Objectives | With this course, students are aimed to analyze the bank by taking into consideration the business cycles of the banks and determining the credit, deposit, market systematic and systematic risks of the banks.. |
| Course Description |
The students who succeeded in this course;
|
| Course Content | Analysis of the risk factors affecting the banking sector and the interaction of the risk factors |
|
|
Core Courses | |
| Major Area Courses | ||
| Supportive Courses |
X
|
|
| Media and Management Skills Courses | ||
| Transferable Skill Courses |
| Week | Subjects | Related Preparation |
| 1 | Definition, establishment and types of banks | Bankacılıkta Risk ve Sermaye Yönetimi –Dr.M.Ayhan Altıntaş, 2018, KİTAP Sayfa 1-12- http://ayhanaltintas.com |
| 2 | Concepts of Risk and Risk Management | Bankacılıkta Risk ve Sermaye Yönetimi –Dr.M.Ayhan Altıntaş, 2018, E-KİTAP Sayfa 12-14 http://ayhanaltintas.com |
| 3 | Corporate Risk Management framework | Bankacılıkta Risk ve Sermaye Yönetimi –Dr.M.Ayhan Altıntaş, 2018, E-KİTAP Sayfa 14-24 http://ayhanaltintas.com |
| 4 | Risk Management Standard | Bankacılıkta Risk ve Sermaye Yönetimi –Dr.M.Ayhan Altıntaş, 2018, E-KİTAP Sayfa 24-29 http://ayhanaltintas.com |
| 5 | The purpose of risk management in banks and the process of risk management | Bankacılıkta Risk ve Sermaye Yönetimi –Dr.M.Ayhan Altıntaş, 2018, E-KİTAP Sayfa 29-35 http://ayhanaltintas.com |
| 6 | Risks in banking | Bankacılıkta Risk ve Sermaye Yönetimi –Dr.M.Ayhan Altıntaş, 2018, E-KİTAP Sayfa 35-4o http://ayhanaltintas.com |
| 7 | Risks in banking | Bankacılıkta Risk ve Sermaye Yönetimi –Dr.M.Ayhan Altıntaş, 2018, E-KİTAP Sayfa 40-44 http://ayhanaltintas.com |
| 8 | Mid Term | Mid Term |
| 9 | Organization of Risk Management | Bankacılıkta Risk ve Sermaye Yönetimi –Dr.M.Ayhan Altıntaş, 2018, E-KİTAP Sayfa 40-48 http://ayhanaltintas.com |
| 10 | Organization of Risk Management | Bankacılıkta Risk ve Sermaye Yönetimi –Dr.M.Ayhan Altıntaş, 2018, E-KİTAP Sayfa 40-48 http://ayhanaltintas.com |
| 11 | Legal and economic capital losses-Expected and unexpected loss concepts | Bankacılıkta Risk ve Sermaye Yönetimi –Dr.M.Ayhan Altıntaş, 2018, E-KİTAP Sayfa 53-58 http://ayhanaltintas.com |
| 12 | Risk-based Performance and pricing | Bankacılıkta Risk ve Sermaye Yönetimi –Dr.M.Ayhan Altıntaş, 2018, E-KİTAP Sayfa 62-69 http://ayhanaltintas.com |
| 13 | Numerical techniques for risk measurement | Bankacılıkta Risk Yönetimi -Risk Matrisi Uygulaması, Ahmet YARIZ, Nobel Akademik yayıncılık, 2012, ISBN: 6051331850. Bölüm 6. |
| 14 | Numerical techniques for risk measurement | Bankacılıkta Risk ve Sermaye Yönetimi –Dr.M.Ayhan Altıntaş, 2018, E-KİTAP Sayfa 69-76 http://ayhanaltintas.com |
| 15 | Numerical techniques for risk measurement | . Bankacılıkta Risk ve Sermaye Yönetimi –Dr.M.Ayhan Altıntaş, 2018, E-KİTAP Sayfa 76-84 http://ayhanaltintas.com |
| 16 | Final | FINAL EXAM |
| Course Notes/Textbooks | Bankacılıkta Risk ve Sermaye Yönetimi, Dr.M.Ayhan Altıntaş,OCAK 2018 E-KİTAP |
| Suggested Readings/Materials |
| Semester Activities | Number | Weigthing |
| Participation | ||
| Laboratory / Application | ||
| Field Work | ||
| Quizzes / Studio Critiques | ||
| Homework / Assignments |
1
|
15
|
| Presentation / Jury | ||
| Project | ||
| Seminar / Workshop |
1
|
15
|
| Portfolios | ||
| Midterms / Oral Exams |
1
|
30
|
| Final / Oral Exam |
1
|
40
|
| Total |
| Weighting of Semester Activities on the Final Grade | 3 |
60 |
| Weighting of End-of-Semester Activities on the Final Grade | 1 |
40 |
| Total |
| Semester Activities | Number | Duration (Hours) | Workload |
|---|---|---|---|
| Course Hours Including exam week: 16 x total hours |
16
|
3
|
48
|
| Laboratory / Application Hours Including exam week: 16 x total hours |
16
|
||
| Study Hours Out of Class |
16
|
3
|
|
| Field Work | |||
| Quizzes / Studio Critiques | |||
| Homework / Assignments |
1
|
8
|
|
| Presentation / Jury | |||
| Project | |||
| Seminar / Workshop |
1
|
6
|
|
| Portfolios | |||
| Midterms / Oral Exams |
1
|
20
|
|
| Final / Oral Exam |
1
|
20
|
|
| Total |
150
|
|
#
|
Program Competencies/Outcomes |
* Contribution Level
|
||||
1 |
2 |
3 |
4 |
5 |
||
| 1 | To record, edit and close entries and to analyze financial statements | X | ||||
| 2 | To discuss the role and function of banks in the economy. | X | ||||
| 3 | To know the services offered by commercial banks and to apply the principles and processes. | X | ||||
| 4 | To get basic investment knowledge, combine academic studies and the financial markets | X | ||||
| 5 | To manage the risks and to take advantage of opportunities to use derivative instruments in futures markets | X | ||||
| 6 | To assess the financial and economic situation, the income statement and the balance sheet, in particular to analyze the financial statements | X | ||||
| 7 | To know Insurance policies, processes and products | X | ||||
| 8 | To know basic knowledge of law as well as banking law, insurance law and capital market law to be informed about | X | ||||
| 9 | To gain financial marketing and sales capabilities | X | ||||
*1 Lowest, 2 Low, 3 Average, 4 High, 5 Highest
