TYPE OF COURSE UNIT	Elective Course
LEVEL OF COURSE UNIT	Doctorate Of Science
YEAR OF STUDY	-
SEMESTER	-
NUMBER OF ECTS CREDITS ALLOCATED	15
NAME OF LECTURER(S)	-
LEARNING OUTCOMES OF THE COURSE UNIT	At the end of this course, the students; 1) Understand the justifications of BASEL arrangements regarding financial markets. 2) Understand the changes in BASEL arrangements until now. 3) Interpret the effect of BASEL arrangements on the market players and can discuss the results of examinations made by himself. 4) Make risk calculations by using BASEL arrangements. 5) Interpret risk management methods provided by the BASEL arrangements and discuss results of the applications.
MODE OF DELIVERY	Face to face
PRE-REQUISITES OF THE COURSE	No
RECOMMENDED OPTIONAL PROGRAMME COMPONENT
COURSE DEFINITION	The aim of this course is to present BASEL regulations and their implementations and their effects on the financial agents in the banking sector. Also risk management calculations with respect to BASEL and management strategies will be outlinesed.
COURSE CONTENTS	WEEK TOPICS 1st Week The concept of risk and the types of risks, the evolution of risk management and risk management process 2nd Week Market risk, types and its management, liquidity risk 3rd Week Interest rate risk 4th Week Exchange rate risk 5th Week Measurement of market risk, Derivative instruments 6th Week Operational risk management, the classification of operational risks 7th Week Measurement of operational risk 8th Week Credit risk management and management tools. 9th Week Rating 10th Week Credit Risk Measurement 11th Week International arrangements 12th Week Risk management in Turkish banking sector 13th Week Basel I 14th Week Basel II 15th Week
RECOMENDED OR REQUIRED READING	Babuşcu, Doç. Dr. Şenol, Hazar, Doç. Dr. Adalet, Bankalarda Risk Yönetimi, Ankara, 2017
PLANNED LEARNING ACTIVITIES AND TEACHING METHODS	Lecture,Discussion,Presentation
ASSESSMENT METHODS AND CRITERIA	Quantity Percentage(%) Mid-term 1 40 Total(%) 40 Contribution of In-term Studies to Overall Grade(%) 40 Contribution of Final Examination to Overall Grade(%) 60 Total(%) 100
ECTS WORKLOAD	Activities Number Hours Workload Midterm exam 1 2 2 Preparation for Quiz 3 1,5 4,5 Individual or group work 14 25 350 Preparation for Final exam 1 35 35 Course hours 14 3 42 Preparation for Midterm exam 1 20 20 Laboratory (including preparation) Final exam 1 2,5 2,5 Homework 3 3 9 Total Workload 465 Total Workload / 30 15,5 ECTS Credits of the Course 15
LANGUAGE OF INSTRUCTION	Turkish
WORK PLACEMENT(S)	No