TÜRKÇE
ENGLISH
Information
| Code | BVS242 |
| Name | Fund and Risk Management in Banking |
| Term | 2024-2025 Academic Year |
| Semester | 4. Semester |
| Duration (T+A) | 2-0 (T-A) (17 Week) |
| ECTS | 3 ECTS |
| National Credit | 2 National Credit |
| Teaching Language | Türkçe |
| Level | Ön Lisans Dersi |
| Type | Normal |
| Label | VK Vocational Knowledge Courses C Compulsory |
| Mode of study | Yüz Yüze Öğretim |
| Catalog Information Coordinator | Öğr. Gör.Dr. AYŞE BOZKURT |
| Course Instructor |
Öğr. Gör. Recep Ragıp ERCANKAL
(A Group)
(Ins. in Charge)
|
Course Goal / Objective
Asset and liability management strategies in terms of both fund and risk management in banks and quantification and measurement of risk..
Course Content
In this course, the definition of risk and types of risk, the concept of interest, the concept of maturity and the management of assets and liabilities will be tried to explain.Fund and risk management in banking, concepts and application forms will be explained.
Course Precondition
none
Resources
Finansal Risk Yönetimi Finansal Risk Modeller Türev Ürünler Uygulamalar Doç. Dr. Murat Akkaya
Notes
Finansal Risk Yönetimi notes
Course Learning Outcomes
| Order | Course Learning Outcomes |
|---|---|
| LO01 | Learn the Turkish banking system and basic aggregates, identify the risks faced by the banking system. |
| LO02 | Explains the concept of risk and basic risk types. |
| LO03 | States how the identified risks should be managed. |
| LO04 | Distinguish the risk management practices and rules introduced by Basel II from the recent developments defined as Basel III. |
| LO05 | To be able to work on risk management practices in the Turkish banking system and explain the working styles of asset-liability committees. |
| LO06 | Defines basic information about financial management. |
| LO07 | Explains the definition of risk and types of risk, the concept of interest, the concept of maturity and the management of assets and liabilities. |
| LO08 | Demonstrate fund and risk management, concepts and applications in banking. |
Relation with Program Learning Outcome
| Order | Type | Program Learning Outcomes | Level |
|---|---|---|---|
| PLO01 | Bilgi - Kuramsal, Olgusal | Students have current theoretical knowledge in basic level related to Banking and Insurance. | 4 |
| PLO02 | Bilgi - Kuramsal, Olgusal | Students have current practical knowledge at basic level related to Banking and Insurance. | 4 |
| PLO03 | Bilgi - Kuramsal, Olgusal | Students are able to use the basic level theoretical and practical knowledge in the field of Banking and Insurance in a field of advanced education or at the same level. | 4 |
| PLO04 | Bilgi - Kuramsal, Olgusal | Defines the basic knowledge and skills related to the banking and insurance profession. | 4 |
| PLO05 | Yetkinlikler - Bağımsız Çalışabilme ve Sorumluluk Alabilme Yetkinliği | Works independently and defines responsibilities on basic level issues related to the banking and insurance profession. | 4 |
| PLO06 | Yetkinlikler - Bağımsız Çalışabilme ve Sorumluluk Alabilme Yetkinliği | Demonstrates responsibility as a team member to solve complex and unforeseen problems encountered in applications related to the banking and insurance profession. | 4 |
| PLO07 | Yetkinlikler - İletişim ve Sosyal Yetkinlik | Organizes activities for the development of employees under her responsibility within the framework of a project. | |
| PLO08 | Yetkinlikler - Öğrenme Yetkinliği | Sorts their own knowledge and skill level critically, identifies their learning needs. | |
| PLO09 | Yetkinlikler - Alana Özgü Yetkinlik | Raises professional development to a higher level. | |
| PLO10 | Yetkinlikler - Bağımsız Çalışabilme ve Sorumluluk Alabilme Yetkinliği | Students have the awareness of lifelong learning. | |
| PLO11 | Yetkinlikler - İletişim ve Sosyal Yetkinlik | Expresses his/her thoughts through written and verbal communication at the level of basic knowledge and skills on banking and insurance profession. | |
| PLO12 | Yetkinlikler - İletişim ve Sosyal Yetkinlik | Know a foreign language at basic level, follow the information related to the profession and communicate with colleagues in a foreign language. | |
| PLO13 | Beceriler - Bilişsel, Uygulamalı | Understands computer operating systems, office applications, information and communication technologies. | |
| PLO14 | Yetkinlikler - Alana Özgü Yetkinlik | It has social, scientific, cultural and ethical values in the stages of collecting, implementing and announcing the data related to the field. | |
| PLO15 | Yetkinlikler - İletişim ve Sosyal Yetkinlik | The history of our republic, basic values, the universality of social rights, social justice, quality and cultural values, environmental protection, occupational health and safety has sufficient consciousness. |
Week Plan
| Week | Topic | Preparation | Methods |
|---|---|---|---|
| 1 | Overview of the course content | Related chapters in recommended sources | Öğretim Yöntemleri: Anlatım, Soru-Cevap, Tartışma |
| 2 | Macroeconomic analysis and sector analysis Risks in Financial Institutions and Financial Institutions | Related chapters in recommended sources | Öğretim Yöntemleri: Anlatım, Soru-Cevap, Tartışma |
| 3 | Assets and Resources in Bank Bilancos | Related chapters in recommended sources | Öğretim Yöntemleri: Anlatım, Soru-Cevap, Tartışma |
| 4 | BASEL I-II-III Criteria | Related chapters in recommended sources | Öğretim Yöntemleri: Anlatım, Soru-Cevap |
| 5 | Futures Contracts | Related chapters in recommended sources | Öğretim Yöntemleri: Anlatım, Soru-Cevap |
| 6 | Futures Contracts Question Solving | Related chapters in recommended sources | Öğretim Yöntemleri: Anlatım, Soru-Cevap, Alıştırma ve Uygulama |
| 7 | Forward Contracts | Related chapters in recommended sources | Öğretim Yöntemleri: Anlatım, Soru-Cevap |
| 8 | Mid-Term Exam | Preparation of the related topic from the recommended source. | Ölçme Yöntemleri: Yazılı Sınav |
| 9 | Forward Contracts Question Solving | Related chapters in recommended sources | Öğretim Yöntemleri: Anlatım, Soru-Cevap |
| 10 | Options Contracts | Related chapters in recommended sources | Öğretim Yöntemleri: Anlatım, Tartışma, Alıştırma ve Uygulama |
| 11 | Currency Swap Calculation | Related chapters in recommended sources | Öğretim Yöntemleri: Anlatım, Tartışma, Alıştırma ve Uygulama |
| 12 | Interest Rate Swap Calculation | Related chapters in recommended sources | Öğretim Yöntemleri: Anlatım, Soru-Cevap |
| 13 | Operational Risk BIS and Basel | Related chapters in recommended sources | Öğretim Yöntemleri: Anlatım, Soru-Cevap, Tartışma |
| 14 | CDS Calculation | Related chapters in recommended sources | Öğretim Yöntemleri: Soru-Cevap, Anlatım |
| 15 | General Review and Question Solving | Related chapters in recommended sources | Öğretim Yöntemleri: Anlatım, Soru-Cevap |
| 16 | Term Exams | Preparation of the related topic from the recommended source. | Ölçme Yöntemleri: Yazılı Sınav |
| 17 | Term Exams | Preparation of the related topic from the recommended source. | Ölçme Yöntemleri: Yazılı Sınav |
Student Workload - ECTS
| Works | Number | Time (Hour) | Workload (Hour) |
|---|---|---|---|
| Course Related Works | |||
| Class Time (Exam weeks are excluded) | 14 | 2 | 28 |
| Out of Class Study (Preliminary Work, Practice) | 14 | 2 | 28 |
| Assesment Related Works | |||
| Homeworks, Projects, Others | 0 | 0 | 0 |
| Mid-term Exams (Written, Oral, etc.) | 1 | 6 | 6 |
| Final Exam | 1 | 16 | 16 |
| Total Workload (Hour) | 78 | ||
| Total Workload / 25 (h) | 3,12 | ||
| ECTS | 3 ECTS | ||