CYBER SECURITY (ENGLISH, THESIS)
Master TR-NQF-HE: Level 7 QF-EHEA: Second Cycle EQF-LLL: Level 7

Course Introduction and Application Information

Course Code Course Name Semester Theoretical Practical Credit ECTS
ENM5227 Risk Management Fall 3 0 3 7
The course opens with the approval of the Department at the beginning of each semester

Basic information

Language of instruction: En
Type of course: Departmental Elective
Course Level:
Mode of Delivery: Face to face
Course Coordinator : Dr. Öğr. Üyesi ETHEM ÇANAKOĞLU
Course Lecturer(s): Dr. Öğr. Üyesi ETHEM ÇANAKOĞLU
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 Outputs

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: 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
Attendance % 0
Laboratory % 0
Application % 0
Field Work % 0
Special Course Internship (Work Placement) % 0
Quizzes % 0
Homework Assignments % 0
Presentation % 0
Project 2 % 30
Seminar % 0
Midterms 1 % 30
Preliminary Jury % 0
Final 1 % 40
Paper Submission % 0
Jury % 0
Bütünleme % 0
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
Laboratory
Application
Special Course Internship (Work Placement)
Field Work
Study Hours Out of Class 14 170
Presentations / Seminar
Project 4 80
Homework Assignments
Quizzes
Preliminary Jury
Midterms 1 3
Paper Submission
Jury
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) Being able to develop and deepen their knowledge at the level of expertise in the same or a different field, based on undergraduate level qualifications.
1) To be able to supervise and teach these values by observing social, scientific, cultural and ethical values in the stages of collecting, interpreting, applying and announcing the data related to the field.
1) Being able to independently carry out a work that requires expertise in the field.
1) To be able to critically evaluate the knowledge and skills acquired in the field of expertise and to direct their learning.
1) To be able to systematically transfer current developments in the field and their own studies to groups in and outside the field, in written, verbal and visual forms, by supporting them with quantitative and qualitative data.
2) To be able to interpret and create new knowledge by integrating the knowledge gained in the field with the knowledge from different disciplines,
2) To be able to develop strategy, policy and implementation plans in the fields related to the field and to evaluate the obtained results within the framework of quality processes.
2) To be able to critically examine social relations and the norms that guide these relations, to develop them and take action to change them when necessary.
2) To be able to use the theoretical and applied knowledge at the level of expertise acquired in the field.
2) To be able to develop new strategic approaches for the solution of complex and unpredictable problems encountered in applications related to the field and to produce solutions by taking responsibility.
2) To be able to comprehend the interdisciplinary interaction with which the field is related.
3) To be able to use the knowledge, problem solving and/or application skills they have internalized in their field in interdisciplinary studies.
3) Being able to lead in environments that require the resolution of problems related to the field.
3) To be able to solve the problems encountered in the field by using research methods.