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
KEY LEARNING OUTCOMES (KLO) / MATRIX OF LEARNING OUTCOMES (LO)