| 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) | -
|
| LEARNING OUTCOMES OF THE COURSE UNIT |
At the end of this course, the students;
1) Define the concepts related to risk.
2) Explain financial risk management processes.
3) Are able to comprehend how futures contracts, option contracts and swap transactions work and how they are used.
4) Have information about credit derivatives.
|
| MODE OF DELIVERY | Face to face |
| PRE-REQUISITES OF THE COURSE | No |
| RECOMMENDED OPTIONAL PROGRAMME COMPONENT | None |
| COURSE DEFINITION | Students are informed about financial risks, measuring risks, managing risks, derivative products and
the use of derivative products as risk management tools, and students gain the ability to interpret
and analyse. |
| COURSE CONTENTS | | WEEK | TOPICS |
|---|
| 1st Week | Financial Risks and Risk Sources | | 2nd Week | Financial Risk Management: Definition, Purpose, Stages | | 3rd Week | Credit Risk and Management | | 4th Week | Liquidity Risk and Management | | 5th Week | Interest Rate Risk and Management | | 6th Week | Currency Risk and Management | | 7th Week | Value at Risk | | 8th Week | Ara Sınav | | 9th Week | Futures and Forward Contracts as Risk Management Instruments | | 10th Week | Swap Contracts as a Risk Management Tool | | 11th Week | Option Contracts as a Risk Management Tool | | 12th Week | Credit Default Swaps (CDS) and Credit Linked Notes (CLN) | | 13th Week | Credit Spread Options (CSO) and Total Return Swaps (TRS) | | 14th Week | General Review |
|
| RECOMENDED OR REQUIRED READING | Students are informed about financial risks, measuring risks, managing risks, derivative products and
the use of derivative products as risk management tools, and students gain the ability to interpret
and analyse. |
| PLANNED LEARNING ACTIVITIES AND TEACHING METHODS | Lecture,Discussion,Questions/Answers |
| 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 | 1 | 1 | | Preparation for Quiz | | | | | Individual or group work | 30 | 1 | 30 | | Preparation for Final exam | 1 | 45 | 45 | | Course hours | 13 | 3 | 39 | | Preparation for Midterm exam | 1 | 32 | 32 | | Laboratory (including preparation) | | | | | Final exam | 1 | 1 | 1 | | Homework | | | | | Total Workload | | | 148 |
|---|
| Total Workload / 30 | | | 4,93 |
|---|
| ECTS Credits of the Course | | | 5 |
|---|
|
| LANGUAGE OF INSTRUCTION | Turkish |
| WORK PLACEMENT(S) | No |
| | |
