COMPUTER PROGRAMMING (TURKISH) | |||||
Associate | TR-NQF-HE: Level 5 | QF-EHEA: Short Cycle | EQF-LLL: Level 5 |
Course Code | Course Name | Semester | Theoretical | Practical | Credit | ECTS |
ISM5227 | Risk Management | Spring Fall |
3 | 0 | 3 | 8 |
This catalog is for information purposes. Course status is determined by the relevant department at the beginning of semester. |
Language of instruction: | Turkish |
Type of course: | Non-Departmental Elective |
Course Level: | Associate (Short Cycle) |
Mode of Delivery: | Face to face |
Course Coordinator : | 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. |
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. |
Tools for Measuring Risk, Interest Rate Risk, Value at Risk, Volatility, Correlations and Copulas, VaR Methods |
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 exam |
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 |
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 |
Activities | Number of Activities | Workload |
Course Hours | 13 | 39 |
Study Hours Out of Class | 14 | 74 |
Project | 13 | 85 |
Midterms | 1 | 3 |
Final | 1 | 3 |
Total Workload | 204 |
No Effect | 1 Lowest | 2 Low | 3 Average | 4 High | 5 Highest |
Program Outcomes | Level of Contribution | |
1) | Students will have knowledge of fundemantals of mathemetaics and phsics | |
2) | Students will have konowledge of relevant software and hardware requirements in the office environment | |
3) | Having the ability to define and explain the fundemental concepts, principles and essentilas of software and having the ability to develop software. | |
4) | Having the ability to use tools, machines and having the ability to recognize and diagnose problems in the related computer fields. | |
5) | Having the ability to communicate efficiently in verbal and written Turkish, to know at least one foreign language in order to communicate with the colleagues and customers. | |
6) | Having the ability to setup,diagnose and maintanance of databases | |
7) | Having the ability to design graphical animations for desktop applications and internet programming. | |
8) | Having the ability to develop and control internet projects | |
9) | Having the ability to develop group projects, team work, software and hardware projects | |
10) | Having the ability to set up,diagnose operating systems and network systems |