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