AMERICAN CULTURE AND LITERATURE
Bachelor TR-NQF-HE: Level 6 QF-EHEA: First Cycle EQF-LLL: Level 6

Course Introduction and Application Information

Course Code Course Name Semester Theoretical Practical Credit ECTS
ENM5227 Risk Management Spring 3 0 3 12
This catalog is for information purposes. Course status is determined by the relevant department at the beginning of semester.

Basic information

Language of instruction: English
Type of course: Non-Departmental Elective
Course Level: Bachelor’s Degree (First Cycle)
Mode of Delivery: Face to face
Course Coordinator : Dr. Öğr. Üyesi ETHEM ÇANAKOĞLU
Course Lecturer(s): Dr. Öğr. Üyesi ETHEM ÇANAKOĞLU
Recommended Optional Program Components: N.A.
Course Objectives: This course introduces students to the main strategies, methods and techniques used to manage the risks faced by the organizations during their on going business. Students will learn financial risk assessment and measurement techniques, how to organize and structure the financial risk management, how to manage the main financial risks: market, credit operational, liquidity, interest rate, foreign exchange risk, etc. Also students will learn how to measure and to manage the risks at the corporate level.

Learning Outcomes

The students who have succeeded in this course;
• analyse, model and manage financial risks faced by a variety of institutions.
• calculate different risk metrics such as value at risk.
• quantify market risk, credit risk, and operational risk.
• learn mathematics of interest rates.
• learn basics of different financial instruments used for risk management.

Course Content

Tools for Measuring Risk, Interest Rate Risk, Value at Risk, Volatility, Correlations and Copulas, VaR Methods

Weekly Detailed Course Contents

Week Subject Related Preparation
1) Introduction
2) Tools for Measuring Risk
3) Trading in Financial Markets
4) Financial Risk in Banks
5) Insurance
6) Case - The Credit Crisis of 2007
7) Financial Derivatives
8) How Traders Manage Their Risks
9) Midterm
10) Interest Rate Risk
11) Value at Risk
12) Volatility
13) Correlations and Copulas
14) Operational Risk
15) Final exam preparation
16) Final

Sources

Course Notes / Textbooks: John C. Hull, “Risk Management and Financial Institutions”, Wiley Finance.
References: Philippe Jorion, “Value at Risk, 3rd Ed.: The New Benchmark for Managing Financial Risk”, McGraw Hill

Evaluation System

Semester Requirements Number of Activities Level of Contribution
Project 2 % 30
Midterms 1 % 30
Final 1 % 40
Total % 100
PERCENTAGE OF SEMESTER WORK % 30
PERCENTAGE OF FINAL WORK % 70
Total % 100

ECTS / Workload Table

Activities Number of Activities Workload
Course Hours 13 39
Study Hours Out of Class 14 170
Project 4 80
Midterms 1 3
Final 1 3
Total Workload 295

Contribution of Learning Outcomes to Programme Outcomes

No Effect 1 Lowest 2 Low 3 Average 4 High 5 Highest
           
Program Outcomes Level of Contribution
1) Upon graduation, students will acquire key skills and attributes to conduct research to use research tools, to solve problems, to communicate effectively and to transfer skills to the workplace.
2) Upon graduation, students will have developed the ability to discuss key issues in fluent English.
3) Upon graduation, students will have developed the ability to compose written documents in English with a mature prose style. 4
4) Upon graduation, students will have gained broad knowledge of the American and English literary canons. 4
5) Upon graduation, students will have developed the ability to analyze, synthesize and criticize sophisticated works of American and English literature. 4
6) Upon graduation, students will have achieved in depth the understanding of contemporary American culture. 3
7) Upon graduation, students will have developed the ability to draw links among diverse literary texts and documents and establish critical connections and adopt an interdisciplinary attitude. 3
8) Upon graduation, students will be able to develop new projects individually or in teams. 3
9) Upon graduation, students will be able to apply their knowledge into their lives for interdisciplinary problem-solving and solutions. 4