Information Package / Course Catalogue
Credit Risk Management
Course Code: İMF510
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

The purpose of this course, the globalization movement, further increasing the importance of risk management with the necessary information to convey to students.

Course Content

Risk management needs, and Financial Crises, and the Turkish banking sector, Basel II, compliance with Basel II, Risk Management statistical models, financial econometrics and quantitative techniques, the main risk factors for financial institutions and hedging techniques, basic risk measurement approaches and value at risk, Risk VAR models, stress testing and scenario analysis, the calculation of the Capital Adequacy of Banks, Credit risk measurement techniques and management, operational risk management and measurement techniques.

Name of Lecturer(s)
Learning Outcomes
1.Risk management process and risk measurement techniques.
2.Teach courses that can be taken to the financial bankruptcies
3.Teaching how it can be managed in risk capital market
4.
5.
Recommended or Required Reading
1.Gençtürk Mehmet, İşletmelerin Finansman Kararlarına Finansal Krizlerin Etkileri, Ekin Kitabevi Yayınları, Bursa, 2008.
Weekly Detailed Course Contents
Week 1 - Theoretical
Risk management needs, and Financial Crises
Week 1 - Preparation Work
Berk Niyazi, Bankalarda Kredi Yönetimi, Beta Yayınları, 2001. Bolgun K. Evren, Akçay M. Barış, Finansal Yönetim, Scala Yayıncılık, 2009.
Week 2 - Theoretical
Compliance with Basel II, Basel II and the Turkish banking sector
Week 2 - Preparation Work
Berk Niyazi, Bankalarda Kredi Yönetimi, Beta Yayınları, 2001. Bolgun K. Evren, Akçay M. Barış, Finansal Yönetim, Scala Yayıncılık, 2009.
Week 3 - Theoretical
Risk Management statistical models, financial econometrics and quantitative techniques
Week 3 - Preparation Work
Berk Niyazi, Bankalarda Kredi Yönetimi, Beta Yayınları, 2001. Bolgun K. Evren, Akçay M. Barış, Finansal Yönetim, Scala Yayıncılık, 2009.
Week 4 - Theoretical
Financial institutions, basic hedging techniques and risk factors
Week 4 - Preparation Work
Berk Niyazi, Bankalarda Kredi Yönetimi, Beta Yayınları, 2001. Bolgun K. Evren, Akçay M. Barış, Finansal Yönetim, Scala Yayıncılık, 2009.
Week 5 - Theoretical
The main risk measurement approaches and value at risk
Week 5 - Preparation Work
Berk Niyazi, Bankalarda Kredi Yönetimi, Beta Yayınları, 2001. Bolgun K. Evren, Akçay M. Barış, Finansal Yönetim, Scala Yayıncılık, 2009.
Week 6 - Theoretical
Value at risk models, stress testing and scenario analysis
Week 6 - Preparation Work
Berk Niyazi, Bankalarda Kredi Yönetimi, Beta Yayınları, 2001. Bolgun K. Evren, Akçay M. Barış, Finansal Yönetim, Scala Yayıncılık, 2009.
Week 7 - Theoretical
Value at risk models, stress testing and scenario analysis
Week 7 - Preparation Work
Berk Niyazi, Bankalarda Kredi Yönetimi, Beta Yayınları, 2001. Bolgun K. Evren, Akçay M. Barış, Finansal Yönetim, Scala Yayıncılık, 2009.
Week 8 - Intermediate Exam
Midterm Exam
Week 9 - Theoretical
Calculation of Capital Adequacy of Banks
Week 9 - Preparation Work
Berk Niyazi, Bankalarda Kredi Yönetimi, Beta Yayınları, 2001. Bolgun K. Evren, Akçay M. Barış, Finansal Yönetim, Scala Yayıncılık, 2009.
Week 10 - Theoretical
Credit risk measurement techniques and management
Week 10 - Preparation Work
Berk Niyazi, Bankalarda Kredi Yönetimi, Beta Yayınları, 2001. Bolgun K. Evren, Akçay M. Barış, Finansal Yönetim, Scala Yayıncılık, 2009.
Week 11 - Theoretical
Operational risk management and measurement techniques
Week 11 - Preparation Work
Berk Niyazi, Bankalarda Kredi Yönetimi, Beta Yayınları, 2001. Bolgun K. Evren, Akçay M. Barış, Finansal Yönetim, Scala Yayıncılık, 2009.
Week 12 - Theoretical
Hypothetical Portfolio VaR implementation of the Authority
Week 12 - Preparation Work
Berk Niyazi, Bankalarda Kredi Yönetimi, Beta Yayınları, 2001. Bolgun K. Evren, Akçay M. Barış, Finansal Yönetim, Scala Yayıncılık, 2009.
Week 13 - Theoretical
Case Study
Week 13 - Preparation Work
Berk Niyazi, Bankalarda Kredi Yönetimi, Beta Yayınları, 2001. Bolgun K. Evren, Akçay M. Barış, Finansal Yönetim, Scala Yayıncılık, 2009.
Week 14 - Theoretical
Overall Assessment
Week 14 - Preparation Work
Berk Niyazi, Bankalarda Kredi Yönetimi, Beta Yayınları, 2001. Bolgun K. Evren, Akçay M. Barış, Finansal Yönetim, Scala Yayıncılık, 2009.
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 Examination130131
TOTAL WORKLOAD (hours)127
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
5
4
4
5
5
4
5
4
OÇ-2
3
4
4
4
4
4
4
5
5
4
OÇ-3
5
4
5
4
4
4
4
4
4
5
OÇ-4
3
4
5
3
3
4
4
5
2
3
OÇ-5
4
3
2
5
2
2
4
4
3
4
Adnan Menderes University - Information Package / Course Catalogue