At the end of this course, the students; 1) will have information on concept and types of risk, development of risk management and risk management process. 2) will understand the definitions of Market Risk, types and management, Liquidity Risk, Interest Rate Risk and Exchange Rate Risk 3) learns definations and examples of exchange risk 4) will be able to learn legal regulations and concepts about measuring Market Risk, Market Risk Derivatives, Operational Risk Management, Operational Risk Classification, measurement of Operational Risk, Credit Risk Management, Credit Risk Management Tools. 5) will have information about rating in banking 6) will be able to monitor and to interpret international regulations, situation in the world, the Turkish Banking Sector Developments about risk management. 7) will have information about Basel regulations.
MODE OF DELIVERY
Face to face
PRE-REQUISITES OF THE COURSE
No
RECOMMENDED OPTIONAL PROGRAMME COMPONENT
None
COURSE DEFINITION
Concepts of risk and crisis, evolution of risk management globally, concept of risk in banking and types of risks, credit risk, liquidity risk, foreign exchange risk, interest rate risk, risk calculation, operational risk, risk-capital relationship, capital adequacy, Basel I process, Basel II consensus, Basel practices in Turkey topics will be explored.
COURSE CONTENTS
WEEK
TOPICS
1st Week
Concept and Types of Risk, Development of Risk Management and Risk Management Process