Information Package / Course Catalogue
Banks and Risk Management Fund
Course Code: BSO210
Course Type: Area Elective
Couse Group: Short Cycle (Associate's Degree)
Education Language: Turkish
Work Placement: N/A
Theory: 2
Prt.: 0
Credit: 2
Lab: 0
ECTS: 3
Objectives of the Course

Course objective is to provide necessary knowledge related with financial management that has been important especially for the last 30 years. From the banks point of view asset and liability managemet has been central issue of financial management. Asset management consantrated on loans while liability management consantrated on deposits.

Course Content

Banks have term structure differencies between deposits and loans that cause interest rate risk. On the other hand, there are exchange rate risks on fx loans. Those type of risks have made the risk management important for banks. In this framework, we aim to explain risk and types of risks and asset - liability management of the banks in this lecture.

Name of Lecturer(s)
Learning Outcomes
1.To know the responsibility about the position of their job in the field of banks and insurance companies.
2.Risk types that banks have to overcom
3.) Asset related risks
4.Liability related Risks
Recommended or Required Reading
Weekly Detailed Course Contents
Week 1 - Theoretical
Description of Risk. Risk and uncertainty Developments in Risk Management.
Week 2 - Theoretical
Description of Risk. Risk and uncertainty Developments in Risk Management.
Week 3 - Theoretical
Banking and Risk Management Risks in Bank operations.
Week 4 - Theoretical
Asset - Liability Management Liqudity risk, Credit risk Interest rate risk, Operational risk.
Week 6 - Theoretical
Credit Risk : Its Management Liqudity risk : Its Management
Week 7 - Theoretical
Interes rate Risk : Its Management GAP Analysis
Week 8 - Intermediate Exam
Interest rate Risk : Its Management GAP Analysis
Week 9 - Intermediate Exam
Interest Rate Risk : Its Management DURATION / DURATION - GAP Analysis
Week 10 - Theoretical
EXAM
Week 11 - Theoretical
Capital Adequacy Why it is important
Week 12 - Theoretical
Fx Risk How to measure / Uncovered position How to manage / Forward operations / Forward rate calculations
Week 13 - Theoretical
Off balance sheet risks costs of deposits Calculations of cost of deposits
Week 14 - Theoretical
BASEL II Why Basel II is important
Week 15 - Theoretical
Week 16 - Theoretical
BASEL II Why Basel II is important
Assessment Methods and Criteria
Type of AssessmentCountPercent
Midterm Examination1%40
Final Examination1%60
Workload Calculation
ActivitiesCountPreparationTimeTotal Work Load (hours)
Lecture - Theory201428
Midterm Examination101414
Final Examination101414
TOTAL WORKLOAD (hours)56
Contribution of Learning Outcomes to Programme Outcomes