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Information
| Code | EMG12707 |
| Name | Financial Risk Management |
| Term | 2024-2025 Academic Year |
| Term | Fall and Spring |
| Duration (T+A) | 3-0 (T-A) (17 Week) |
| ECTS | 6 ECTS |
| National Credit | 3 National Credit |
| Teaching Language | Türkçe |
| Level | Yüksek Lisans Dersi |
| Type | Normal |
| Mode of study | Uzaktan Öğretim |
| Catalog Information Coordinator | Prof. Dr. HATİCE DOĞUKANLI |
| Course Instructor |
1 |
Course Goal / Objective
The objective of this course is to introduce the tools which enable to avoid risks arising from the liberalization of financial markets and to teach the implementation methods of these tools
Course Content
In this course, the concept of risk and its calculations, and the techniques and statistical tools used in future markets are introduced
Course Precondition
None
Resources
Related booksFinansal Risk Yönetimi ve Türev Araçlar, Hatice Doğukanlı SPK Lisanslama Rehberleri
Notes
Related Articles
Course Learning Outcomes
| Order | Course Learning Outcomes |
|---|---|
| LO01 | Learns about the general concepts of risk and its classifications |
| LO02 | Identifies the techniques in debt management |
| LO03 | Finds out about the futures market |
| LO04 | Recognizes about the options and its diffrent types |
Relation with Program Learning Outcome
| Order | Type | Program Learning Outcomes | Level |
|---|---|---|---|
| PLO01 | Bilgi - Kuramsal, Olgusal | Defines the basic theoretical models and numerical methods of finance function and describes the intended use. Indicates each model´s weak and strong aspects. | 3 |
| PLO02 | Bilgi - Kuramsal, Olgusal | Analyses strategic and operational plans for financial companies, and creates sufficient knowledge to find solutions to the problems that might arise. | |
| PLO03 | Bilgi - Kuramsal, Olgusal | Explains how to create theoretical models to be used in financial management and how to apply quantitative and statistical methods. | 5 |
| PLO04 | Bilgi - Kuramsal, Olgusal | Teaches how to interpret the findings obtained by the application of theoretical models, quantitative and statistical methods used in financial management. | 4 |
| PLO05 | Bilgi - Kuramsal, Olgusal | Determines the appropriate methods to solve the problems encountered in business. | |
| PLO06 | Bilgi - Kuramsal, Olgusal | Enables financial organizations to reach the most appropriate conclusion with an accurate analysis of the basic financial statements. | |
| PLO07 | Bilgi - Kuramsal, Olgusal | Encourages to take responsibility individually and/or in a team, to lead and to work effectively. | |
| PLO08 | Bilgi - Kuramsal, Olgusal | Is aware of the need for lifelong learning, keeps track of the latest developments in the field and constantly develops professional knowledge and skills . | |
| PLO09 | Bilgi - Kuramsal, Olgusal | Teaches to exploit different sources in a new field in accordance with academic rules, to synthesize and effectively present the information obtained. | |
| PLO10 | Beceriler - Bilişsel, Uygulamalı | Demonstrates an awareness of lifelong learning. | |
| PLO11 | Yetkinlikler - Bağımsız Çalışabilme ve Sorumluluk Alabilme Yetkinliği | Questions the ways of traditional methods and if it´s needed develops and implements new approaches. | |
| PLO12 | Yetkinlikler - Bağımsız Çalışabilme ve Sorumluluk Alabilme Yetkinliği | 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. | |
| PLO13 | Yetkinlikler - Öğrenme Yetkinliği | Taking the goals and objectives of the banking sector, its size, resources and culture into account, determines the most appropriate approach to financial management . | 3 |
| PLO14 | Yetkinlikler - Öğrenme Yetkinliği | Having a comprehensive knowledge about Capital Markets, it´s tools and institutions, such as BIST and the World Stock Exchanges and utilizes the best ways in the field. | 5 |
Week Plan
| Week | Topic | Preparation | Methods |
|---|---|---|---|
| 1 | Introduction to risk management | Reading the first chapter of the book of financial markets | Öğretim Yöntemleri: Anlatım, Tartışma, Alıştırma ve Uygulama |
| 2 | Risk and its types | Reading the 8th chapter of the book of financial markets | Öğretim Yöntemleri: Anlatım, Tartışma, Alıştırma ve Uygulama |
| 3 | The measurement of risk | Reading the 5th chapter of the book of investment analysis | Öğretim Yöntemleri: Anlatım, Tartışma, Alıştırma ve Uygulama |
| 4 | Financial risk management and futures markets | Reading the first chapter of Derivative Instruments Licensing Guide | Öğretim Yöntemleri: Anlatım, Tartışma, Alıştırma ve Uygulama |
| 5 | Futures markets contracts | Reading the first chapter of Derivative Instruments Licensing Guide | Öğretim Yöntemleri: Anlatım, Tartışma, Alıştırma ve Uygulama |
| 6 | Futures markets contracts-2 | Reading the 2nd chapter of Derivative Instruments Licensing Guide | Öğretim Yöntemleri: Anlatım, Tartışma, Alıştırma ve Uygulama |
| 7 | Futures markets contracts-3 | Reading the 3rd chapter of Derivative Instruments Licensing Guide | Öğretim Yöntemleri: Anlatım, Tartışma, Alıştırma ve Uygulama |
| 8 | Mid-Term Exam | Studying for exam | Ölçme Yöntemleri: Yazılı Sınav |
| 9 | Options contracts | Reading the 7th chapter of Derivative Instruments Licensing Guide | Öğretim Yöntemleri: Anlatım, Tartışma, Alıştırma ve Uygulama |
| 10 | Options contracts-2 | Reading the relevant chapter of the book of investment analysis | Öğretim Yöntemleri: Anlatım, Tartışma, Alıştırma ve Uygulama |
| 11 | Option Valuation Models 1 | Reading the 21st chapter of the book of investment analysis | Öğretim Yöntemleri: Anlatım, Tartışma, Alıştırma ve Uygulama |
| 12 | Option Valuation Models | Reading the 6th chapter of the Financial Management book | Öğretim Yöntemleri: Anlatım, Tartışma, Alıştırma ve Uygulama |
| 13 | Swaps-1 | Reading the 6th chapter of the Financial Management book | Öğretim Yöntemleri: Anlatım, Tartışma, Alıştırma ve Uygulama |
| 14 | Swaps-2 | Reading the 6th chapter of the Financial Management book | Öğretim Yöntemleri: Anlatım, Tartışma, Alıştırma ve Uygulama |
| 15 | Overview of the topics covered | Revising the relevant chapters | Öğretim Yöntemleri: Anlatım, Tartışma, Alıştırma ve Uygulama |
| 16 | Term Exams | Studying for exam | Ölçme Yöntemleri: Yazılı Sınav |
| 17 | Term Exams | Studying for exam | Ölçme Yöntemleri: Yazılı Sınav |
Student Workload - ECTS
| Works | Number | Time (Hour) | Workload (Hour) |
|---|---|---|---|
| Course Related Works | |||
| Class Time (Exam weeks are excluded) | 14 | 3 | 42 |
| Out of Class Study (Preliminary Work, Practice) | 14 | 5 | 70 |
| Assesment Related Works | |||
| Homeworks, Projects, Others | 0 | 0 | 0 |
| Mid-term Exams (Written, Oral, etc.) | 1 | 15 | 15 |
| Final Exam | 1 | 30 | 30 |
| Total Workload (Hour) | 157 | ||
| Total Workload / 25 (h) | 6,28 | ||
| ECTS | 6 ECTS | ||