Risk Management Systems
Accounting and Finance
Institute of Social Sciences
Second Cycle (Master's Degree)
| Course Unit Title | Course Unit Code | Type of Course Unit | Level of Course Unit | Year of Study | Semester | ECTS Credits |
|---|---|---|---|---|---|---|
| Risk Management Systems | MUF122 | Elective | Master's degree | 1 | Spring | 6 |
Name of Lecturer(s)
Prof. Dr. Abdurrahman FETTAHOĞLU
Prof. Dr. Vasfi HAFTACI
Associate Prof. Dr. Sibel FETTAHOĞLU
Associate Prof. Dr. Hakan KAPUCU
Learning Outcomes of the Course Unit
1) Having comprehensive information on risks and risk resources in national and international financial systems.
2) Explaining national and international regulations about measuring risk and risk management.
3) Implementing risk measurement and value at risk applications.
4) Explaining risk management and system approach to risk management.
5) Evaluating gained knowledge and skills critically, determining learning requirements and managing the learning process.
Program Competencies-Learning Outcomes Relation
| Program Competencies | ||||
| 1 | 2 | 3 | ||
| Learning Outcomes | ||||
| 1 | High | High | High | |
| 2 | High | High | High | |
| 3 | High | High | High | |
| 4 | High | High | High | |
| 5 | High | High | High | |
Mode of Delivery
Face to Face
Prerequisites and Co-Requisites
None
Recommended Optional Programme Components
None
Course Contents
This course equips candidates with in-depth knowledge on risk concepts, risk motives, risk and uncertainity, risk exposures for corporations, measurement and management of risk, the need of risk management, risk matrix, risk policy, measuring value at risk and its applications, early warning systems, derivatives and strategies in risk management, regulations related basel II and III.
Weekly Schedule
1) Risk Concepts, Risk Motives, Risk and Uncertainity2) Risk Exposures for Corporations
3) Measurement and Management of Risk
4) Measurement and Management of Risk
5) The Need of Risk Management, Risk Matrix
6) Risk Policy, Measuring Value at Risk and its Applications
7) Risk Policy, Measuring Value at Risk and its Applications
8) Midterm examination/Assessment
9) Early Warning Systems,Regulations related Basel II and III.
10) Early Warning Systems,Regulations related Basel II and III.
11) Early Warning Systems,Regulations related Basel II and III.
12) Derivatives and Strategies in Risk Management
13) Derivatives and Strategies in Risk Management
14) Derivatives and Strategies in Risk Management
15) Derivatives and Strategies in Risk Management
16) Final examination
Recommended or Required Reading
1- Bolgun, Evren ve Barış Akçay; Risk Yönetimi, İstanbul, 2003.
2- Bolak, Mehmet; Risk ve Yönetimi, İstanbul, 2004.
3- Donald H. Chew(Editor), Corporate Risk Management, U.S.A. 2008.
4- Tony Merna, Faisal F. Al-Thani, Corporate Risk Management, U.S.A. 2008
Planned Learning Activities and Teaching Methods
1) Lecture
2) Question-Answer
3) Discussion
4) Demonstration
5) Group Study
Assessment Methods and Criteria
Contribution of Semester Studies to Course Grade |
40% |
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Contribution of Final Examination to Course Grade |
60% |
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Total | 100% | |||||||||||
Language of Instruction
Turkish
Work Placement(s)
Not Required