TÜRKÇE
ENGLISH
Information
| Code | BVS242 |
| Name | Fund and Risk Management in Banking |
| Term | 2023-2024 Academic Year |
| Semester | 4. Semester |
| Duration (T+A) | 2-0 (T-A) (17 Week) |
| ECTS | 3 ECTS |
| National Credit | 2 National Credit |
| Teaching Language | Türkçe |
| Level | Ön Lisans Dersi |
| Type | Normal |
| Mode of study | Yüz Yüze Öğretim |
| Catalog Information Coordinator | Öğr. Gör.Dr. AYŞE BOZKURT |
| Course Instructor |
Öğr. Gör. Recep Ragıp ERCANKAL
(A Group)
(Ins. in Charge)
|
Course Goal / Objective
especially in the last 30 years, is to provide basic information on the growing financial management. In terms of banks, asset and resource management form the basis of financial management. While asset management focuses on lending, resource management is based on deposits that are more difficult to control. Today, banks are experiencing significant maturity mismatches between resources and disbursements. This creates a risk of interest and liquidity. On the other hand, exchange rate risk also arises from FX liabilities. The existence of such risks has made risk management important in banks, and various techniques have been developed in relation to risk management. In this frame, it will be tried to explain these derste, riski and risk types, interest concept, term concept and asset-liability management.
Course Content
In this course, the definition of risk and types of risk, the concept of interest, the concept of maturity and the management of assets and liabilities will be tried to explain.Fund and risk management in banking, concepts and application forms will be explained.
Course Precondition
none
Resources
Finansal Risk Yönetimi Finansal Risk Modeller Türev Ürünler Uygulamalar Doç. Dr. Murat Akkaya
Notes
Finansal Risk Yönetimi notes
Course Learning Outcomes
| Order | Course Learning Outcomes |
|---|---|
| LO01 | Learn Turkish banking system and basic sizes, know the risks that the banking system faces |
| LO02 | Learn risk concept and basic risk types |
| LO03 | Understands how the identified risks should be managed. |
| LO04 | Learn the risk management practices and rules introduced by Basel II, recognize the latest developments as Basel III |
| LO05 | Work on risk management practices in the Turkish banking system and learn the working methods of asset-liability committees. |
| LO06 | understands basic information about financial management. |
| LO07 | Explains the definition of risk and types of risk, the concept of interest, the concept of maturity and the management of assets and liabilities. |
| LO08 | Understands fund and risk management, concepts and application forms in banking. |
Relation with Program Learning Outcome
| Order | Type | Program Learning Outcomes | Level |
|---|---|---|---|
| PLO01 | Bilgi - Kuramsal, Olgusal | Students have current theoretical knowledge in basic level related to Banking and Insurance. | 4 |
| PLO02 | Bilgi - Kuramsal, Olgusal | Students have current practical knowledge at basic level related to Banking and Insurance. | 4 |
| PLO03 | Bilgi - Kuramsal, Olgusal | Students are able to use the basic level theoretical and practical knowledge in the field of Banking and Insurance in a field of advanced education or at the same level. | 4 |
| PLO04 | Bilgi - Kuramsal, Olgusal | Defines the basic knowledge and skills related to the banking and insurance profession. | 4 |
| PLO05 | Yetkinlikler - Bağımsız Çalışabilme ve Sorumluluk Alabilme Yetkinliği | Works independently and defines responsibilities on basic level issues related to the banking and insurance profession. | 4 |
| PLO06 | Yetkinlikler - Bağımsız Çalışabilme ve Sorumluluk Alabilme Yetkinliği | Demonstrates responsibility as a team member to solve complex and unforeseen problems encountered in applications related to the banking and insurance profession. | 4 |
| PLO07 | Yetkinlikler - İletişim ve Sosyal Yetkinlik | Organizes activities for the development of employees under her responsibility within the framework of a project. | |
| PLO08 | Yetkinlikler - Öğrenme Yetkinliği | Sorts their own knowledge and skill level critically, identifies their learning needs. | |
| PLO09 | Yetkinlikler - Alana Özgü Yetkinlik | Raises professional development to a higher level. | |
| PLO10 | Yetkinlikler - Bağımsız Çalışabilme ve Sorumluluk Alabilme Yetkinliği | Students have the awareness of lifelong learning. | |
| PLO11 | Yetkinlikler - İletişim ve Sosyal Yetkinlik | Expresses his/her thoughts through written and verbal communication at the level of basic knowledge and skills on banking and insurance profession. | |
| PLO12 | Yetkinlikler - İletişim ve Sosyal Yetkinlik | Know a foreign language at basic level, follow the information related to the profession and communicate with colleagues in a foreign language. | |
| PLO13 | Beceriler - Bilişsel, Uygulamalı | Understands computer operating systems, office applications, information and communication technologies. | |
| PLO14 | Yetkinlikler - Alana Özgü Yetkinlik | It has social, scientific, cultural and ethical values in the stages of collecting, implementing and announcing the data related to the field. | |
| PLO15 | Yetkinlikler - İletişim ve Sosyal Yetkinlik | The history of our republic, basic values, the universality of social rights, social justice, quality and cultural values, environmental protection, occupational health and safety has sufficient consciousness. |
Week Plan
| Week | Topic | Preparation | Methods |
|---|---|---|---|
| 1 | Overview of the course content | Lecture | Öğretim Yöntemleri: Anlatım, Soru-Cevap, Tartışma |
| 2 | Macroeconomic analysis and sector analysis Risks in Financial Institutions and Financial Institutions | Lecture | Öğretim Yöntemleri: Anlatım, Soru-Cevap, Tartışma |
| 3 | Assets and Resources in Bank Bilancos | Lecture | Öğretim Yöntemleri: Anlatım, Soru-Cevap, Tartışma |
| 4 | Objectives of fund management in banking, reasons for its development | Lecture | Öğretim Yöntemleri: Anlatım, Soru-Cevap |
| 5 | Fund resources of banks 1994, 2000 and 2001 Crises | Lecture | Öğretim Yöntemleri: Anlatım, Soru-Cevap |
| 6 | Financial Crisis | Lecture | Öğretim Yöntemleri: Anlatım, Soru-Cevap, Alıştırma ve Uygulama |
| 7 | Types of risk in banking | Lecture | Öğretim Yöntemleri: Anlatım, Soru-Cevap |
| 8 | Mid-Term Exam | Ölçme Yöntemleri: Yazılı Sınav |
|
| 9 | Risk Management Process-Credit Riski, Liquidity Riski | Lecture | Öğretim Yöntemleri: Anlatım, Soru-Cevap |
| 10 | Interest Risk | Lecture | Öğretim Yöntemleri: Anlatım, Tartışma, Alıştırma ve Uygulama |
| 11 | Exchange Rate | Lecture | Öğretim Yöntemleri: Anlatım, Tartışma, Alıştırma ve Uygulama |
| 12 | Capital Adequacy Risk, Market Risk | Lecture | Öğretim Yöntemleri: Anlatım, Soru-Cevap |
| 13 | Operational Risk BIS and Basel | Lecture | Öğretim Yöntemleri: Anlatım, Soru-Cevap, Tartışma |
| 14 | BIS ve Basel, Basel I | Lecture | Öğretim Yöntemleri: Soru-Cevap, Anlatım |
| 15 | Basel II - Basel III | Lecture | Öğretim Yöntemleri: Anlatım, Soru-Cevap |
| 16 | Term Exams | Ölçme Yöntemleri: Yazılı Sınav |
|
| 17 | Term Exams | Ölçme Yöntemleri: Yazılı Sınav |
Student Workload - ECTS
| Works | Number | Time (Hour) | Workload (Hour) |
|---|---|---|---|
| Course Related Works | |||
| Class Time (Exam weeks are excluded) | 14 | 2 | 28 |
| Out of Class Study (Preliminary Work, Practice) | 14 | 2 | 28 |
| Assesment Related Works | |||
| Homeworks, Projects, Others | 0 | 0 | 0 |
| Mid-term Exams (Written, Oral, etc.) | 1 | 6 | 6 |
| Final Exam | 1 | 16 | 16 |
| Total Workload (Hour) | 78 | ||
| Total Workload / 25 (h) | 3,12 | ||
| ECTS | 3 ECTS | ||