| Course Description |
|
| Course Name |
: |
Risk Management in Banking |
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| Course Code |
: |
MG 352 |
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| Course Type |
: |
Optional |
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| Level of Course |
: |
Second Cycle |
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| Year of Study |
: |
3 |
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| Course Semester |
: |
Spring (16 Weeks) |
|
| ECTS |
: |
5 |
|
| Name of Lecturer(s) |
: |
Asst.Prof.Dr. GAMZE VURAL
|
|
| Learning Outcomes of the Course |
: |
Gain general information on the banks and bank management
Realize the importance of banks in the financial system
Explain the Central Bank´s function and its working principles
Read the financial statements of the banks
Evaluate asset-liability management in banks
Calculate the Gap and Duration analysis
Apply the risk management tools
|
|
| Mode of Delivery |
: |
Face-to-Face |
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| Prerequisites and Co-Prerequisites |
: |
None |
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| Recommended Optional Programme Components |
: |
None |
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| Aim(s) of Course |
: |
The main objective of this course is to provide information about the financial system and the banking system and its importance to whole economy. |
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| Course Contents |
: |
In this course, the functions of the central bank and other banks, financial statements of the banks and basic tools for risk management in banking will be discussed. |
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| Language of Instruction |
: |
Turkish |
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| Work Place |
: |
Will be determined by the dean´s office |
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|
Course Outline /Schedule (Weekly) Planned Learning Activities |
| Week | Subject | Student's Preliminary Work | Learning Activities and Teaching Methods |
|
1 |
Financial System and the importance of banks |
Reading the relevant chapter of the Banking Management and Perormance Analyisis book and the lecturer´s own course notes |
Power point slides and discussing the therotical approach |
|
2 |
Financial instruments and institutions |
Reading the relevant chapter of the Banking Management and Perormance Analyisis book and the lecturer´s own course notes |
Power point slides and discussing the therotical approach |
|
3 |
Central Banks and Monetary Policies |
Reading the relevant chapter of the Banking Management and Perormance Analyisis book and the lecturer´s own course notes |
Power point slides and discussing the therotical approach |
|
4 |
Functions of commercial banks, the source and use of its funds |
Reading the relevant chapter of the Banking Management and Perormance Analyisis book and the lecturer´s own course notes |
Power point slides and discussing the therotical approach |
|
5 |
Financial statements analysis in banks |
Reading the relevant chapter of the Banking Management and Perormance Analyisis book and the lecturer´s own course notes |
Power point slides and discussing the therotical approach |
|
6 |
Deposits and banking services |
Reading the relevant chapter of the Banking Management and Perormance Analyisis book and the lecturer´s own course notes |
Power point slides and discussing the therotical approach |
|
7 |
Basic Credit İnformation |
Reading the relevant chapter of the Banking Management and Perormance Analyisis book and the lecturer´s own course notes |
Power point slides and discussing the therotical approach |
|
8 |
Mid-term exam |
Preperation for the exam |
Written exam |
|
9 |
Asset-Liability Management and Risk Management |
Reading the relevant chapter of the Banking Management and Perormance Analyisis book and the lecturer´s own course notes |
Power point slides and discussing the therotical approach |
|
10 |
Banks´ capital adequacy and market risk calculations |
Reading the relevant chapter of the Banking Management and Perormance Analyisis book and the lecturer´s own course notes |
Power point slides and discussing the therotical approach |
|
11 |
Risk management in commercial banks: Credit Risk Management |
Reading the relevant chapter of the Banking Management and Perormance Analyisis book and the lecturer´s own course notes |
Power point slides and discussing the therotical approach |
|
12 |
Risk management in commercial banks: Operational Risk Management |
Reading the relevant chapter of the Banking Management and Perormance Analyisis book and the lecturer´s own course notes |
Power point slides and discussing the therotical approach |
|
13 |
Risk management in commercial banks: Liquidity Risk Management |
Reading the relevant chapter of the Banking Management and Perormance Analyisis book and the lecturer´s own course notes |
Power point slides and discussing the therotical approach |
|
14 |
Risk management in commercial banks: Interest Risk Management and GAP and Duration Analysis |
Reading the relevant chapter of the Banking Management and Perormance Analyisis book and the lecturer´s own course notes |
Power point slides and discussing the therotical approach |
|
15 |
Risk management in commercial banks: Exchange Risk Management |
Reading the relevant chapter of the Banking Management and Perormance Analyisis book and the lecturer´s own course notes |
Power point slides and discussing the therotical approach |
|
16/17 |
Final Exam |
Preperation for the exam |
Written exam |
|
|
| Contribution of the Course to Key Learning Outcomes |
| # | Key Learning Outcome | Contribution* |
|
1 |
Use the basic enterprise resource planning (ERP) softwares |
1 |
|
2 |
List and define the concepts of business management, and explain their relations to each other |
5 |
|
3 |
List and define the fundamental conceptual models, numerical and statistical techniques of business administartion and identify their advantages and disadvantages. |
5 |
|
4 |
List and define the relationship between the basic concepts of economy and business management ; indicate the strong and weak sides of each method. |
4 |
|
5 |
Explain how to create the fundamental conceptual models and how to apply numerical and statistical techniques that are used in business administration. |
5 |
|
6 |
Explain how to interpret the results gathered through the application and/or implementation of conceptual models and/or numerical and statistical methods of business management. |
5 |
|
7 |
Determine appropriate methods to solve business problems |
4 |
|
8 |
Evaluate the results that are obtained from applications of business management methods |
4 |
|
9 |
Use the basic numerical and statistical softwares |
1 |
|
10 |
Follow latest developments in the field, and sustain personal and professional development with the awareness of the necessity of life long learning |
5 |
|
11 |
Use different resources in accordance with academic principles, synthesize the data gathered, and present them effectively in an unfamiliar field. |
5 |
|
12 |
Use Turkish and at least one foreign language in accordance with the requirements in academic and business context |
3 |
|
13 |
Perceive and interpret the feelings, ideas and behaviours of people appropriately, and express himself/herself accurately in written or oral format |
5 |
|
14 |
Question traditional approaches, methods and implementations; develop and implement alternative methods when required |
5 |
|
15 |
Recognize and apply social, scientific and professional ethical values. |
5 |
|
16 |
Determine the most appropriate approaches, implementations and methods of business management considering sectors, their sizes, resources, cultures, goals and objectives |
5 |
|
17 |
Monitor external factors such as industrial structures, competition, technologies, economics, politics, cultures that affects the activities of businesses and interpret their impact on businesses |
5 |
|
18 |
Take initiative individually or/and as a member of a team, lead and work effectively |
5 |
|
19 |
As well as professional development, improve him-/herself continuously in scientific, social, cultural and artistic fields according to his/her interests and abilities, identifying needs of learning. |
0 |
| * Contribution levels are between 0 (not) and 5 (maximum). |
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