| Course Description |
|
| Course Name |
: |
Financial Risk Management |
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| Course Code |
: |
EMG12 707 |
|
| Course Type |
: |
Compulsory |
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| Level of Course |
: |
Second Cycle |
|
| Year of Study |
: |
1 |
|
| Course Semester |
: |
Spring (16 Weeks) |
|
| ECTS |
: |
5 |
|
| Name of Lecturer(s) |
: |
Assoc.Prof.Dr. SERKAN YILMAZ KANDIR
|
|
| Learning Outcomes of the Course |
: |
Identifies the techniques in debt management
Has knowledge about the future market
Has knowledge about the options and recognizes its different types
Identifies risk types and classifies them
|
|
| Mode of Delivery |
: |
Distant |
|
| Prerequisites and Co-Prerequisites |
: |
None |
|
| Recommended Optional Programme Components |
: |
None |
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| Aim(s) of Course |
: |
The objective of this course is to teach how to distribute the risks arising from the liberalization of financial markets, to introduce the tools for risk aversion in the financial markets and to teach the implementation methods of these tools |
|
| Course Contents |
: |
In this course, the concept of risk and its calculations, and tools used in future markets will be introduced |
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| Language of Instruction |
: |
Turkish |
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| Work Place |
: |
IIBF |
|
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Course Outline /Schedule (Weekly) Planned Learning Activities |
| Week | Subject | Student's Preliminary Work | Learning Activities and Teaching Methods |
|
1 |
Introduction to risk management |
Reading the first chapter of the book of financial markets |
Powerpoint slides, theorotical approaches and brain storming |
|
2 |
Risk and its types |
Reading the 8th chapter of the book of financial markets |
Powerpoint slides, theorotical approaches and brain storming |
|
3 |
The measurement of risk |
Reading the 5th chapter of the book of investment analysis |
Powerpoint slides, theorotical approaches and brain storming |
|
4 |
Financial risk management and futures markets |
Reading the first chapter of Derivative Instruments Licensing Guide |
Powerpoint slides, theorotical approaches and brain storming |
|
5 |
Futures markets contracts |
Reading the first chapter of Derivative Instruments Licensing Guide |
Powerpoint slides, theorotical approaches and brain storming |
|
6 |
Futures markets contracts-2 |
Reading the 2nd chapter of Derivative Instruments Licensing Guide |
Powerpoint slides, theorotical approaches and brain storming |
|
7 |
Futures markets contracts-3 |
Reading the 3rd chapter of Derivative Instruments Licensing Guide |
Powerpoint slides, theorotical approaches and brain storming |
|
8 |
Midterm exam |
Preperation for the exam |
Written exam |
|
9 |
Options contracts |
Reading the 7rd chapter of Derivative Instruments Licensing Guide |
Powerpoint slides, theorotical approaches and brain storming |
|
10 |
Options contracts 2 |
Reading the 7rd chapter of Derivative Instruments Licensing Guide |
Powerpoint slides, theorotical approaches and brain storming |
|
11 |
Option Valuation Models |
Reading the relevant chapter of the book of investment analysis |
Powerpoint slides, theorotical approaches and brain storming |
|
12 |
Option Valuation Models |
Reading the relevant chapter of the book of investment analysis |
Powerpoint slides, theorotical approaches and brain storming |
|
13 |
Swaps |
Reading the 6th chapter of the Financial Management book |
Powerpoint slides, theorotical approaches and brain storming |
|
14 |
Swaps |
Reading the 6th chapter of the Financial Management book |
Powerpoint slides, theorotical approaches and brain storming |
|
15 |
Overview of the subjects |
Revising the relevant chapters |
Powerpoint slides, theorotical approaches and brain storming |
|
16/17 |
Final exam |
Preperation for the exam |
Written exam |
|
|
| Contribution of the Course to Key Learning Outcomes |
| # | Key Learning Outcome | Contribution* |
|
1 |
Explains the creation of theoretical and quantitative models used in financial management and shows how to apply a statistical method. |
3 |
|
2 |
Teaches how to interpret the findings as a result of the application of statistical and theoretical models used in financial management methods. |
5 |
|
3 |
Determines the appropriate methods to solve the problems encountered in business. |
5 |
|
4 |
Qustions the ways of traditional methods and if it´s needed develops and implements new approaches. |
5 |
|
5 |
Has a good command of Turkish, as well as at least one another foreign language in accordance with the requirements of academic and work life. |
4 |
|
6 |
Provides an accurate analysis of the basic financial statements to reach the most appropriate conclusion. |
3 |
|
7 |
Encourages taking responsibility, claiming the lead and working effectively in a team and / or individually. |
4 |
|
8 |
Keeps track of the latest developments in the field as a recognition of the need for lifelong learning and constant renewal. |
4 |
|
9 |
Utilises different sources in a new field, synthesizes the obtained information and presents the outcomes effectively. |
5 |
|
10 |
Taking the goals and objectives of the banking sector, its size, resources and culture into account, determines the most appropriate approach to financial management . |
5 |
|
11 |
Having a comprehensive knowledge about Capital Markets, it´s tools and institutions, such as BIST and the World Stock Exchanges, utilizes the best ways in the field. |
5 |
|
12 |
Defines the basic theoretical models and numerical methods for finance function and describes the intended use. In addition, indicates weak and strong aspects of each model. |
4 |
|
13 |
Allows the analysis of strategic and operational plans for financial companies, and creates sufficient knowledge to find a solution to the problems that might arise. |
3 |
| * Contribution levels are between 0 (not) and 5 (maximum). |
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