BNK 132 | Course Introduction and Application Information

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;
  • will be able to make definition of Risk
  • will be able to analyze the basic risks in the banking sector
  • will be able to apply risk analysis
  • will be able to make financial analysis of the sector through bilateral
  • will be able to use the tools to manage financial risk
Course Content Analysis of the risk factors affecting the banking sector and the interaction of the risk factors

 



Course Category

Core Courses
Major Area Courses
Supportive Courses
X
Media and Management Skills Courses
Transferable Skill Courses

 

WEEKLY SUBJECTS AND RELATED PREPARATION STUDIES

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

 

EVALUATION SYSTEM

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

ECTS / WORKLOAD TABLE

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

 

COURSE LEARNING OUTCOMES AND PROGRAM QUALIFICATIONS RELATIONSHIP

#
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