Information Package / Course Catalogue
Financial Risk Management
Course Code: İMF507
Course Type: Area Elective
Couse Group: Second Cycle (Master's Degree)
Education Language: Turkish
Work Placement: N/A
Theory: 3
Prt.: 0
Credit: 3
Lab: 0
ECTS: 5
Objectives of the Course

Teaching approaches to risk analysis, financial systems and related products.

Course Content

The importance of risk management, risk measurement, risk measurement and management of the market value at risk, Basel II, lessons learned from the financial bankruptcies.

Name of Lecturer(s)
Assoc. Prof. Umut Tolga GÜMÜŞ
Learning Outcomes
1.The concept of financial systems and products
2.Knowledge of methods and techniques of risk identification and analysis of financial
3.Risk measurement processes, modeling, skill and value at risk
4.
5.
Recommended or Required Reading
1.Dun&Bradstreet, Financial Risk Management, Tata McGraw-Hill Publishing CompanyLimited, 2007.
Weekly Detailed Course Contents
Week 1 - Theoretical
Understanding Risk
Week 1 - Preparation Work
Dun&Bradstreet, Financial Risk Management, Tata McGraw-Hill Publishing CompanyLimited, 2007.
Week 2 - Theoretical
Benefits of Risk Management
Week 2 - Preparation Work
Dun&Bradstreet, Financial Risk Management, Tata McGraw-Hill Publishing CompanyLimited, 2007.
Week 3 - Theoretical
Classification of Risk
Week 3 - Preparation Work
Dun&Bradstreet, Financial Risk Management, Tata McGraw-Hill Publishing CompanyLimited, 2007.
Week 4 - Theoretical
Measurement of Risk
Week 4 - Preparation Work
Dun&Bradstreet, Financial Risk Management, Tata McGraw-Hill Publishing CompanyLimited, 2007.
Week 5 - Theoretical
Risk Management: Risk Management Sunday
Week 5 - Preparation Work
Dun&Bradstreet, Financial Risk Management, Tata McGraw-Hill Publishing CompanyLimited, 2007.
Week 6 - Theoretical
Risk Management: Credit Risk Management Dun&Bradstreet, Financial Risk Management, Tata McGraw-Hill Publishing CompanyLimited, 2007.
Week 6 - Preparation Work
Dun&Bradstreet, Financial Risk Management, Tata McGraw-Hill Publishing CompanyLimited, 2007.
Week 7 - Theoretical
Risk Management: Operational Risk Management
Week 7 - Preparation Work
Dun&Bradstreet, Financial Risk Management, Tata McGraw-Hill Publishing CompanyLimited, 2007.
Week 9 - Theoretical
Risk Management Tools: Derivatives
Week 9 - Preparation Work
Dun&Bradstreet, Financial Risk Management, Tata McGraw-Hill Publishing CompanyLimited, 2007.
Week 10 - Theoretical
Risk Management Tools: SWAP
Week 10 - Preparation Work
Dun&Bradstreet, Financial Risk Management, Tata McGraw-Hill Publishing CompanyLimited, 2007.
Week 11 - Theoretical
Other problems encountered in Risk Management
Week 11 - Preparation Work
Dun&Bradstreet, Financial Risk Management, Tata McGraw-Hill Publishing CompanyLimited, 2007.
Week 12 - Theoretical
Basel II
Week 12 - Preparation Work
Dun&Bradstreet, Financial Risk Management, Tata McGraw-Hill Publishing CompanyLimited, 2007.
Week 13 - Theoretical
Case Studies
Week 13 - Preparation Work
Dun&Bradstreet, Financial Risk Management, Tata McGraw-Hill Publishing CompanyLimited, 2007.
Week 14 - Theoretical
Case Studies
Week 14 - Preparation Work
Dun&Bradstreet, Financial Risk Management, Tata McGraw-Hill Publishing CompanyLimited, 2007.
Week 15 - Preparation Work
Dun&Bradstreet, Financial Risk Management, Tata McGraw-Hill Publishing CompanyLimited, 2007.
Week 16 - Final Exam
Final Exam
Week 17 - Final Exam
Final Exam
Assessment Methods and Criteria
Type of AssessmentCountPercent
Midterm Examination1%40
Final Examination1%60
Workload Calculation
ActivitiesCountPreparationTimeTotal Work Load (hours)
Lecture - Theory142370
Midterm Examination125126
Final Examination125126
TOTAL WORKLOAD (hours)122
Contribution of Learning Outcomes to Programme Outcomes
PÇ-1
PÇ-2
PÇ-3
PÇ-4
PÇ-5
PÇ-6
PÇ-7
PÇ-8
PÇ-9
PÇ-10
OÇ-1
5
4
4
3
4
3
4
4
5
3
OÇ-2
4
5
3
4
4
5
3
3
3
4
OÇ-3
5
3
4
4
3
4
3
3
2
5
OÇ-4
3
3
3
4
4
4
5
2
3
3
OÇ-5
2
3
4
5
3
5
3
2
4
2
Adnan Menderes University - Information Package / Course Catalogue
2026