MSc in Accounting and Auditing | |||||
Master | TR-NQF-HE: Level 7 | QF-EHEA: Second Cycle | EQF-LLL: Level 7 |
Course Code: | E-MUH581 | ||||||||
Course Name: | Risk Management in Banking | ||||||||
Course Semester: |
Fall |
||||||||
Course Credits: |
|
||||||||
Language of instruction: | TR | ||||||||
Course Requisites: | |||||||||
Does the Course Require Work Experience?: | No | ||||||||
Type of course: | Department Elective | ||||||||
Course Level: |
|
||||||||
Mode of Delivery: | E-Learning | ||||||||
Course Coordinator : | Assoc. Prof. HÜSEYİN MERT | ||||||||
Course Lecturer(s): | |||||||||
Course Assistants: |
Course Objectives: | It is aimed to teach students theoretical and practical information on risk management and risk management in banks. |
Course Content: | Risk, types of risk, risk management through financial institutions, structure and regulation of financial institutions, trading in financial markets, hedge and investment funds, credit crisis and economic capital are the main topics of the course. |
The students who have succeeded in this course;
|
Week | Subject | Related Preparation |
1) | Banks (Commercial banking, Capital adequacy of small-scale banks, Deposit insurance, investment banking, today's large-scale banks, risks faced by banks, etc.) | Course |
2) | Insurance companies and pension plans (Life insurance, insurance contract, health insurance, reinsurance, etc.) | Course |
3) | Securities investment funds and hedge funds (hedge fund strategies, hedge fund performance etc.) | Course |
3) | Securities investment funds and hedge funds (hedge fund strategies, hedge fund performance etc.) | Course |
4) | Trading in financial markets (markets, short and long positions, derivative markets, clearing institutions etc.) | Course |
5) | 2007 credit crisis (American housing market, securitization) | Course |
6) | Interest rate risk (Management of net interest income, LIBOR and SWAP rates etc.) | Course |
7) | Value at risk (Definition of value at risk, examples of its calculation, Value at risk and capital etc.) | Course |
8) | Midterm | Course |
9) | Volatility / Fluctuation rate (Volatility definition, implied volatility, daily volatility monitoring) | Course |
10) | Basel I, Basel II and Solvency II (pre-1988 bank regulations, 1988 BIS consensus, Basel II, Basel II based credit risk capital and operational risk capital etc.) | Course |
11) | Basel 2.5, Basel III and Dodd Frank law | Course |
12) | Market risk - VaR (Value at risk): Historical simulation model (Methodology, numerical issues, extreme value theory and application etc.) | Course |
13) | Credit risk: Estimation of the probability of default (Credit rates, historical default rates, post-default collection rate, credit default swap etc.) | Course |
14) | Operational risk and liquidity risk (What is operational risk, classification of operational risk, proactive approaches, What is liquidity risk ?, funding liquidity risk, market liquidity risk, etc.) | Course |
15) | Final | Course |
Course Notes / Textbooks: | Ders |
References: | Course |
Learning Outcomes | 1 |
2 |
|||
---|---|---|---|---|---|
Program Outcomes | |||||
1) Recognition of national legislation and international financial reporting standards in accounting | |||||
2) Preparation and interpretation of financial statements in accordance with the standards | |||||
3) Management of financial data | |||||
4) The Master's Program in Accounting and Auditing aims to provide the participants with the knowledge and skills needed to adapt to the change process in the field and to have the equipment that is preferred in the audit sector. | |||||
5) To understand the basic principles of accounting and auditing and to apply the necessary principles to business life. | |||||
6) To be able to evaluate accounting and auditing principles and applications with the help of analytical tools. |
No Effect | 1 Lowest | 2 Low | 3 Average | 4 High | 5 Highest |
Program Outcomes | Level of Contribution | |
1) | Recognition of national legislation and international financial reporting standards in accounting | 4 |
2) | Preparation and interpretation of financial statements in accordance with the standards | 4 |
3) | Management of financial data | 4 |
4) | The Master's Program in Accounting and Auditing aims to provide the participants with the knowledge and skills needed to adapt to the change process in the field and to have the equipment that is preferred in the audit sector. | 4 |
5) | To understand the basic principles of accounting and auditing and to apply the necessary principles to business life. | 4 |
6) | To be able to evaluate accounting and auditing principles and applications with the help of analytical tools. | 4 |
Field Study | |
Peer Review | |
Expression | |
Brainstorming/ Six tihnking hats | |
Individual study and homework | |
Lesson | |
Thesis Preparation |
Written Exam (Open-ended questions, multiple choice, true-false, matching, fill in the blanks, sequencing) | |
Oral Examination | |
Homework | |
Application | |
Observation | |
Individual Project | |
Tez Sunma |
Semester Requirements | Number of Activities | Level of Contribution |
Midterms | 1 | % 40 |
Final | 1 | % 60 |
total | % 100 | |
PERCENTAGE OF SEMESTER WORK | % 40 | |
PERCENTAGE OF FINAL WORK | % 60 | |
total | % 100 |
Activities | Number of Activities | Workload |
Course Hours | 16 | 48 |
Presentations / Seminar | 16 | 128 |
Midterms | 1 | 12 |
Final | 1 | 15 |
Total Workload | 203 |