TÜRKÇE
ENGLISH
Information
| Code | BAC419 |
| Name | Financial Risk Management |
| Term | 2022-2023 Academic Year |
| Semester | 7. Semester |
| Duration (T+A) | 3-0 (T-A) (17 Week) |
| ECTS | 4 ECTS |
| National Credit | 3 National Credit |
| Teaching Language | Türkçe |
| Level | Lisans Dersi |
| Type | Normal |
| Mode of study | Yüz Yüze Öğretim |
| Catalog Information Coordinator | Dr. Öğr. Üyesi EMEL YÜCEL |
| Course Instructor |
1 2 |
Course Goal / Objective
The objective of this course is to introduce the tools which enable to avoid risks arising from the liberalization of financial markets and to teach the implementation methods of these tools
Course Content
In this course, the concept of risk, its calculations and tools used in future markets will be introduced
Course Precondition
No prerequisite
Resources
Financial Risk Management, Doç. Dr. Murat Akkaya, Seçkin Publications, 2021
Notes
Financial Risk Management, Prof. Dr. Burak SALTOĞLU
Course Learning Outcomes
| Order | Course Learning Outcomes |
|---|---|
| LO01 | Explain risk management |
| LO02 | To be able to explain the techniques in debt management |
| LO03 | Explain futures market |
| LO04 | Define option contracts and their types |
| LO05 | Define general concept of risk and risk management |
| LO06 | Explain the types of risks |
| LO07 | Performs risk measurement |
| LO08 | Understand the dynamics of markets. |
Relation with Program Learning Outcome
| Order | Type | Program Learning Outcomes | Level |
|---|---|---|---|
| PLO01 | Bilgi - Kuramsal, Olgusal | Explain all the basic functions of the business conceptually. | 4 |
| PLO02 | Bilgi - Kuramsal, Olgusal | Explain the basic economic concepts and the relationship between basic economic concepts and business management concepts. | 3 |
| PLO03 | Bilgi - Kuramsal, Olgusal | Define the basic information about the law discipline related to the field of business administration. | |
| PLO04 | Beceriler - Bilişsel, Uygulamalı | Transfer information about the field of business in the language of learning by using effective verbal, written and visual communication methods. | |
| PLO05 | Beceriler - Bilişsel, Uygulamalı | Determine the most appropriate approaches, implementations and methods of business management considering sectors, their sizes, resources, cultures, goals and objectives. | 5 |
| PLO06 | Beceriler - Bilişsel, Uygulamalı | Determine appropriate methods to solve business problems. | 3 |
| PLO07 | Beceriler - Bilişsel, Uygulamalı | Research in the field of business and reports the results of the research for use in managerial decision-making processes. | 4 |
| PLO08 | Yetkinlikler - Bağımsız Çalışabilme ve Sorumluluk Alabilme Yetkinliği | Effectively work as a team and takes the necessary responsibility within the team. | 3 |
| PLO09 | Yetkinlikler - Öğrenme Yetkinliği | As well as professional development, improve him-/herself continuously in scientific, social, cultural and artistic fields according to his/her interests and abilities, identifying needs of learning. | 4 |
| PLO10 | Yetkinlikler - Öğrenme Yetkinliği | Follow latest developments in the field, and sustain personal and professional development with the awareness of the necessity of life long learning. | 3 |
| PLO11 | Yetkinlikler - Öğrenme Yetkinliği | Use basic numerical and statistical analysis programs of business management. | 4 |
| PLO12 | Yetkinlikler - İletişim ve Sosyal Yetkinlik | Monitor the external environment factors such as sector structure, competition, technology, economy, politics and culture that affect the activities of businesses and interpret their effects on businesses. | 4 |
| PLO13 | Yetkinlikler - İletişim ve Sosyal Yetkinlik | Use/report/interpret Business Information Systems and sub-modules required by business management. | |
| PLO14 | Yetkinlikler - İletişim ve Sosyal Yetkinlik | Use Turkish and at least one foreign language in accordance with the requirements in academic and business life. | |
| PLO15 | Yetkinlikler - Alana Özgü Yetkinlik | Become aware of professional ethics, environmental awareness, sustainability, social responsibility, cultural, social and universal values. | 2 |
| PLO16 | Yetkinlikler - Alana Özgü Yetkinlik | Follow latest developments in the field, and sustain personal and professional development with the awareness of the necessity of life long learning | 4 |
Week Plan
| Week | Topic | Preparation | Methods |
|---|---|---|---|
| 1 | Introduction to risk management | Reading the first chapter of the book of financial markets | Öğretim Yöntemleri: Anlatım, Soru-Cevap |
| 2 | Risk and its types | Reading the 8th chapter of the book of financial markets | Öğretim Yöntemleri: Anlatım, Soru-Cevap |
| 3 | The measurement of risk | Reading the 5th chapter of the book of investment analysis | Öğretim Yöntemleri: Anlatım, Tartışma |
| 4 | Financial risk management and futures markets | Reading the first chapter of Derivative Instruments Licensing Guide | Öğretim Yöntemleri: Anlatım, Soru-Cevap |
| 5 | Futures markets contracts | Reading the first chapter of Derivative Instruments Licensing Guide | Öğretim Yöntemleri: Anlatım, Soru-Cevap |
| 6 | Futures markets contracts 2 | Reading the 2nd chapter of Derivative Instruments Licensing Guide | Öğretim Yöntemleri: Anlatım, Soru-Cevap |
| 7 | Futures markets contracts 3 | Reading the 3rd chapter of Derivative Instruments Licensing Guide | Öğretim Yöntemleri: Anlatım, Soru-Cevap |
| 8 | Mid-Term Exam | Preparation for the exam | Ölçme Yöntemleri: Yazılı Sınav |
| 9 | Options contracts | Reading the 7th chapter of Derivative Instruments Licensing Guide | Öğretim Yöntemleri: Anlatım, Soru-Cevap |
| 10 | Options contracts 2 | Reading the 7th chapter of Derivative Instruments Licensing Guide | Öğretim Yöntemleri: Anlatım, Soru-Cevap |
| 11 | Option Valuation Models | Reading the relevant chapter of the book of investment analysis | Öğretim Yöntemleri: Anlatım, Soru-Cevap |
| 12 | Option Valuation Models 2 | Reading the 21st chapter of the book of investment analysis | Öğretim Yöntemleri: Anlatım, Soru-Cevap |
| 13 | Swaps | Reading the 6th chapter of the Financial Management book | Öğretim Yöntemleri: Anlatım, Soru-Cevap |
| 14 | Swaps 2 | Reading the 6th chapter of the Financial Management book | Öğretim Yöntemleri: Anlatım, Soru-Cevap |
| 15 | Overview of the topics covered | Revising the relevant chapters | Öğretim Yöntemleri: Anlatım, Tartışma, Soru-Cevap |
| 16 | Term Exams | Preparation for the exam | Ölçme Yöntemleri: Yazılı Sınav |
| 17 | Term Exams | Preparation for the exam | Ölçme Yöntemleri: Yazılı Sınav |
Student Workload - ECTS
| Works | Number | Time (Hour) | Workload (Hour) |
|---|---|---|---|
| Course Related Works | |||
| Class Time (Exam weeks are excluded) | 14 | 3 | 42 |
| Out of Class Study (Preliminary Work, Practice) | 14 | 3 | 42 |
| Assesment Related Works | |||
| Homeworks, Projects, Others | 0 | 0 | 0 |
| Mid-term Exams (Written, Oral, etc.) | 1 | 7 | 7 |
| Final Exam | 1 | 18 | 18 |
| Total Workload (Hour) | 109 | ||
| Total Workload / 25 (h) | 4,36 | ||
| ECTS | 4 ECTS | ||