Risk Management In Banks
accounting and finance
Institute of Social Sciences
Third Cycle (Doctorate Degree)
| Course Unit Title | Course Unit Code | Type of Course Unit | Level of Course Unit | Year of Study | Semester | ECTS Credits |
|---|---|---|---|---|---|---|
| Risk Management In Banks | MFD131 | Elective | Doctorate degree | 1 | Fall | 6 |
Name of Lecturer(s)
Prof. Dr. Ebu Bekir AYAN
Learning Outcomes of the Course Unit
1) Defines the main risk factors in the banking sector.
2) Explains the importance of risk management in banks.
3) Analyzes the interaction of financial risk elements among themselves.
4) Interprets the development and consequences of the banking crises experienced in Turkey.
5) Relates banking crises with the effectiveness level of risk management in banking.
6) Critically analyzes the problems of risk management in the Turkish banking sector.
7) Develops suggestions on how to manage banks more effectively against crises.
Program Competencies-Learning Outcomes Relation
| Program Competencies | |||||||||||
| 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | ||
| Learning Outcomes | |||||||||||
| 1 | Middle | Low | Low | Low | Low | Low | Low | High | Middle | Middle | |
| 2 | High | Middle | Low | Middle | Low | Low | Low | High | Middle | Middle | |
| 3 | High | High | High | High | Low | Middle | High | High | High | High | |
| 4 | High | High | High | High | Low | Middle | High | High | High | High | |
| 5 | High | High | High | High | Low | Middle | High | High | High | High | |
| 6 | High | High | High | High | Low | Middle | High | High | High | High | |
| 7 | High | High | High | High | Low | Middle | High | High | High | High | |
Mode of Delivery
Face to Face
Prerequisites and Co-Requisites
None
Recommended Optional Programme Components
Derivative Markets
Course Contents
Defining the concept of risk and risk factors in the banking sector, the impact of the globalization process on banking risks, the importance of risk management in banks through case studies, hedging techniques against risk factors, analysis of banking crisis cases.
Weekly Schedule
1) Introduction and Basic Concepts2) Historical Development of the Banking Sector in Turkey
3) Historical Development of Risk Management in Banking and Basel Accords
4) Basic Functioning Mechanism of the Banking Sector
5) Credit Risk in Banking
6) Market Risk in Banking
7) Operational Risk in Banking
8) Mid-term exam
9) Regulatory and Supervisory Agencies and Importance of the Auditing and Regulations
10) Financial Crises in Turkey: 1994 Crisis and 2001 Crisis
11) Bankruptcy Cases in Turkey -I
12) Bankruptcy Cases in Turkey -II
13) Bankruptcy Cases in Turkey - III
14) Bankruptcy Cases in Turkey - IV
15) General Evaluation and Opinions
16) Final exam
Recommended or Required Reading
1- Bankalarda Risk Yönetimi ve Basel ll, Hasan Candan, Türkiye İş Bankası Yayınları.
2- Bankacılık Risklerinin Yönetiminde Basel II Uzlaşısı, Ebub ekir Ayan, Beta Yayıncılık.
3- Risk Management in Banking, Jöel Besis, Wiley.
Planned Learning Activities and Teaching Methods
1) Lecture
2) Question-Answer
3) Discussion
4) Case Study
5) Self Study
6) Project Based Learning
Assessment Methods and Criteria
Contribution of Semester Studies to Course Grade |
70% |
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Contribution of Final Examination to Course Grade |
30% |
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Total | 100% | |||||||||||
Language of Instruction
Turkish
Work Placement(s)
Not Required