Nevşehir Hacı Bektaş Veli University Course Catalogue
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| Year/Semester of Study | 1 / Spring Semester | ||||
| Level of Course | 2nd Cycle Degree Programme | ||||
| Type of Course | Optional | ||||
| Department | BANKACILIK VE FİNANS (YÜKSEK LİSANS) | ||||
| Pre-requisities and Co-requisites | None | ||||
| Mode of Delivery | Face to Face | ||||
| Teaching Period | 14 Weeks | ||||
| Name of Lecturer | OĞUZ SAYGIN (osaygin@nevsehir.edu.tr) | ||||
| Name of Lecturer(s) | |||||
| Language of Instruction | Turkish | ||||
| Work Placement(s) | None | ||||
| Objectives of the Course | |||||
| The purpose of this course, students in the management of these risks and the risks faced by banks to provide information. | |||||
| Learning Outcomes | PO | MME | |
| The students who succeeded in this course: | |||
| LO-1 | Learn the basic size of the Turkish banking system and the banking system recognizes the risks faced. |
PO-1 1. The skill to use the necessary theoretic information and the tools in daily life for the banking and finance sector PO-3 3. The skill to think analytic and solve problems in nationals and international matters in banking and finance field |
Examination |
| LO-2 | Learn the concept of risk and the basic types of risk. |
PO-4 4. Being able to follow the global developments and the problems in banking and finance field and making comments about the daily economic indications PO-6 6. Having the awareness of occupational and ethical responsibility PO-9 10. Having the information to determine, measure and reducing the risks affecting the banking and finance sector |
Examination |
| LO-3 | Basel II and Basel III rules set out in the risk management practices. |
PO-3 3. The skill to think analytic and solve problems in nationals and international matters in banking and finance field PO-8 8. The skill to be able to interpret and have information about the banking and finance regulations. PO-9 10. Having the information to determine, measure and reducing the risks affecting the banking and finance sector |
Examination |
| LO-4 | Learn the subject of risk management practices in the Turkish banking system. |
PO-9 10. Having the information to determine, measure and reducing the risks affecting the banking and finance sector PO-10 11. Being able to make use of the other disciplines affecting the insurance sector and having the basic information regarding these disciplines PO-11 11. Have ability on working with quantitative data about economics and using the tools about statistically data analysis. |
Examination |
| PO: Programme Outcomes MME:Method of measurement & Evaluation |
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| Course Contents | ||
| Banks' Internal Audit, Risk Management and Organization, Banking Risks, Interest Rate and Foreign Exchange Position Management, Market Risk, Credit Risk, Operational Risk, Risk Control and Management of Information Technology, Capital Adequacy: Elements, Scope. | ||
| Weekly Course Content | ||
| Week | Subject | Learning Activities and Teaching Methods |
| 1 | The risk concept, its sources and determinants and introduction to financial risk management | Lecturing, question and answer |
| 2 | The determinants of interest rates and foreign exchange rates | Lecturing, question and answer |
| 3 | The determination of basic financial risks | Lecturing, question and answer |
| 4 | The interest rate risk and its determinants | Lecturing, question and answer |
| 5 | Interest Rate Risk: Management GAP Analysis | Lecturing, question and answer |
| 6 | Exchange rate risk and its determinants | Lecturing, question and answer |
| 7 | Hedging methods of foreign exchange rate risk | Lecturing, question and answer |
| 8 | mid-term exam | |
| 9 | Credit risk and its determinants | Lecturing, question and answer |
| 10 | The management principles and methods of credit risk | Lecturing, question and answer |
| 11 | Risks associated with the commodity prices and affects on costs | Lecturing, question and answer |
| 12 | Hedging methods of commodity risks | Lecturing, question and answer |
| 13 | Operational risks and determinants | Lecturing, question and answer |
| 14 | Methods to reduce operational risks | Lecturing, question and answer |
| 15 | BASEL Standarts and Risk Management, BASEL II and BASEL III studies leading applications | Lecturing, question and answer |
| 16 | final exam | |
| Recommend Course Book / Supplementary Book/Reading | ||
| 1 | M. Ayhan Altıntaş,(2006), Bankacılıkta Risk Yönetimi ve Sermaye Yeterliliği, Ankara, Turhan Kitabevi. | |
| 2 | Risk Yönetimi, K. Evren Bolgün, M. Barış Akçay Scala Yayıncılık | |
| Required Course instruments and materials | ||
| Assessment Methods | |||
| Type of Assessment | Week | Hours | Weight(%) |
| mid-term exam | 8 | 1 | 40 |
| Other assessment methods | |||
| 1.Oral Examination | |||
| 2.Quiz | |||
| 3.Laboratory exam | |||
| 4.Presentation | |||
| 5.Report | |||
| 6.Workshop | |||
| 7.Performance Project | |||
| 8.Term Paper | |||
| 9.Project | |||
| final exam | 16 | 1 | 60 |
| Student Work Load | |||
| Type of Work | Weekly Hours | Number of Weeks | Work Load |
| Weekly Course Hours (Theoretical+Practice) | 3 | 14 | 42 |
| Outside Class | |||
| a) Reading | 8 | 10 | 80 |
| b) Search in internet/Library | 5 | 6 | 30 |
| c) Performance Project | 0 | ||
| d) Prepare a workshop/Presentation/Report | 0 | ||
| e) Term paper/Project | 0 | ||
| Oral Examination | 0 | ||
| Quiz | 0 | ||
| Laboratory exam | 0 | ||
| Own study for mid-term exam | 4 | 3 | 12 |
| mid-term exam | 1 | 1 | 1 |
| Own study for final exam | 5 | 3 | 15 |
| final exam | 1 | 1 | 1 |
| 0 | |||
| 0 | |||
| Total work load; | 181 | ||