| TYPE OF COURSE UNIT | Elective Course |
| LEVEL OF COURSE UNIT | Bachelor's Degree |
| YEAR OF STUDY | - |
| SEMESTER | - |
| NUMBER OF ECTS CREDITS ALLOCATED | 5 |
| NAME OF LECTURER(S) | Professor Güray Küçükkocaoğlu
Instructor Buket İmir
|
| LEARNING OUTCOMES OF THE COURSE UNIT |
At the end of this course, the students;
1) Develop an understanding of what risk is, the types of risk, how it can be measured and transferred, why individuals care about risk, and why corporations care about risk.
2) Learn a risk management process that can be applied to a variety of risks.
3) Learn the Value at Risk concept and calculating methods for both single financial instruments and portfolios.
4) By the end of the semester the student should have a good conceptual framework for analyzing risk and making decisions in a corporate setting.
|
| MODE OF DELIVERY | Face to face |
| PRE-REQUISITES OF THE COURSE | Yes(BUS311) |
| RECOMMENDED OPTIONAL PROGRAMME COMPONENT | No |
| COURSE DEFINITION | This course covers the underlying theory, practical applications, and modern developments in the area of financial risk management. The style of instruction is centered on analytical methods but will also include practical works and class discussions. |
| COURSE CONTENTS | | WEEK | TOPICS |
|---|
| 1st Week | Introduction to the course | | 2nd Week | Basic Mathematical and Statistical Review | | 3rd Week | Risk & Risk Management | | 4th Week | Market Risk-VaR, Interest rate Risk | | 5th Week | Market Risk-FX Risk | | 6th Week | Credit Risk | | 7th Week | Credit risk-Credit VaR | | 8th Week | Mid-term examination | | 9th Week | Potfolio Risk Management | | 10th Week | Other Risk Types-Liquidity Risk, Operational Risk | | 11th Week | Financial Crisis | | 12th Week | Rating Agencies Methodologies | | 13th Week | Risk Control-Monitoring and Review | | 14th Week | Global Risk Management-Regulations |
|
| RECOMENDED OR REQUIRED READING | 1. Fundamentals of Investing 4th Edition By Scott B. Smart, Chad J. Zutter
2. Value at Risk, The New Benchmark for Managing Financial Risk 3rd Edition By Philippe Jorion
|
| PLANNED LEARNING ACTIVITIES AND TEACHING METHODS | Questions/Answers,Discussion,Lecture,Case Study,Problem Solving |
| ASSESSMENT METHODS AND CRITERIA | | | Quantity | Percentage(%) |
|---|
| Mid-term | 1 | 30 | | Assignment | 1 | 20 | | Attendance | 1 | 20 | | Total(%) | | 70 | | Contribution of In-term Studies to Overall Grade(%) | | 70 | | Contribution of Final Examination to Overall Grade(%) | | 30 | | Total(%) | | 100 |
|
| ECTS WORKLOAD |
| Activities |
Number |
Hours |
Workload |
| Midterm exam | 1 | 1,5 | 1,5 | | Preparation for Quiz | | | | | Individual or group work | 1 | 50 | 50 | | Preparation for Final exam | 1 | 18 | 18 | | Course hours | 14 | 3 | 42 | | Preparation for Midterm exam | 1 | 18 | 18 | | Laboratory (including preparation) | 1 | 20 | 20 | | Final exam | 1 | 1,5 | 1,5 | | Homework | | | | | Total Workload | | | 151 |
|---|
| Total Workload / 30 | | | 5,03 |
|---|
| ECTS Credits of the Course | | | 5 |
|---|
|
| LANGUAGE OF INSTRUCTION | English |
| WORK PLACEMENT(S) | No |
| | |
