| MATHEMATICS (TURKISH, PHD) | |||||
| PhD | TR-NQF-HE: Level 8 | QF-EHEA: Third Cycle | EQF-LLL: Level 8 | ||
| Course Code | Course Name | Semester | Theoretical | Practical | Credit | ECTS |
| FIN5477 | Risk Evaluation in Banking | Fall | 3 | 0 | 3 | 8 |
| 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 : | HANDE SAĞLAM |
| Course Objectives: | With this course students are familiarized with and understand the main framework of banking and risk management. Students should understand the main characteristics of banking and insurance operations. Solvency II and Basel III are also discussed. |
|
The students who have succeeded in this course; Students succeeding this course will be able to understand; - Risk Management - Risk Evaluation - Banking and Financial Applications - Insurance and Applications |
| Organizational Structure of Banks; Banking Regulations; Interest Rate Risk Management in Banks; Credit Risk Management in Banks; Liquidity Management in Banks; Operational Risk Management in Banks; Market Risk Management in Banks; Capital Adequacy of Banks; Issues in Bank Management; Investment Banking and Other Services; Analysis of Bank Statements |
| Week | Subject | Related Preparation | |
| 1) | Organizational Structure of Banks | ||
| 2) | Banking Regulations | ||
| 3) | Interest Rate Risk Management in Banks | ||
| 4) | Credit Risk Management in Banks | ||
| 5) | Liquidity Management in Banks | ||
| 6) | Midterm | ||
| 7) | Market Risk Management in Banks | ||
| 8) | Capital Adequacy of Banks | ||
| 9) | Issues in Bank Management | ||
| 10) | Investment Banking and Other Services | ||
| 11) | Analysis of Bank Statements | ||
| 12) | International regulations: Basel I, II and III | ||
| 13) | Other Regulations in International Banking | ||
| 14) | Final Exam | ||
| Course Notes: | Rose Peter S. and Sylvia C.Hudgins,Bank Management and Financial Services, McGraw Hill, 2008 Wood Oliver G,Analysis of Bank Financial Statements, Reinhold, 1979 Sullivan Kenneth (Ed.), Transparency in Central Bank Financial Statement Disclosures, IMF Working paper, WP/00/186, |
| References: | Rose Peter S. and Sylvia C.Hudgins,Bank Management and Financial Services, McGraw Hill, 2008 Wood Oliver G,Analysis of Bank Financial Statements, Reinhold, 1979 Sullivan Kenneth (Ed.), Transparency in Central Bank Financial Statement Disclosures, IMF Working paper, WP/00/186, |
| Semester Requirements | Number of Activities | Level of Contribution |
| Attendance | 10 | % 10 |
| Laboratory | 0 | % 0 |
| Application | 0 | % 0 |
| Field Work | 0 | % 0 |
| Special Course Internship (Work Placement) | 0 | % 0 |
| Quizzes | 0 | % 0 |
| Homework Assignments | 2 | % 10 |
| Presentation | 0 | % 0 |
| Project | 0 | % 0 |
| Seminar | 0 | % 0 |
| Midterms | 1 | % 30 |
| Preliminary Jury | 0 | % 0 |
| Final | 1 | % 50 |
| Paper Submission | 0 | % 0 |
| Jury | 0 | % 0 |
| Bütünleme | % 0 | |
| Total | % 100 | |
| PERCENTAGE OF SEMESTER WORK | % 50 | |
| PERCENTAGE OF FINAL WORK | % 50 | |
| Total | % 100 | |
| Activities | Number of Activities | Workload | |
| Course Hours | 14 | 42 | |
| Laboratory | |||
| Application | 14 | 42 | |
| Special Course Internship (Work Placement) | |||
| Field Work | |||
| Study Hours Out of Class | 14 | 84 | |
| Presentations / Seminar | |||
| Project | |||
| Homework Assignments | 2 | 20 | |
| Quizzes | |||
| Preliminary Jury | |||
| Midterms | 1 | 6 | |
| Paper Submission | |||
| Jury | |||
| Final | 1 | 6 | |
| Total Workload | 200 | ||
| No Effect | 1 Lowest | 2 Low | 3 Average | 4 High | 5 Highest |
| Program Outcomes | Level of Contribution |