To teach the types of risks in the banking system and to cope with these risks, to give information about the management process of the credits which are the main activity of the banks.
Course Content
This course contains; Definition of Risk and Risks in Financial Markets,Development of risk management,Banking Risk Types,Market Risk,Liquidity Risk,Credit Risk,Operational Risk,Credit Management in Banks,Credit Management in Banks,Credit Evaluation Process, Financial Analysis and Credit Calculations,Problem credit and follow-up,Cash credit Commercial credit,Cash credit: Individual credit,Non-cash credit.
Course Learning Outcomes
Teaching Methods
Assessment Methods
1.Evaluates the concept of risk.
10, 9
A
2.Evaluates types of financial risk.
10, 9
A
2.1.Explains the types of risks that banks are exposed
10, 9
A
2.2.Explains the concept of total risk in financial markets.
10, 9
A
1.1. Explains the importance of risk in banks.
10, 9
A
1.2. Explains risk perspective in financial markets.
10, 9
A
3. Defines the systematic and non-systematic risk factors that banks are exposed to.
10, 9
A
3.1. It defines the systematic risk factors that banks are exposed to.
10, 9
A
3.2. It defines the unsystematic risk factors that banks are exposed to.
10, 9
A
4. Defines the functioning of banks' lending mechanism.
10, 9
A
4.1. Defines the short-term credit mechanism of banks.
10, 9
A
4.2. It defines the long-term lending mechanism of banks.
10, 9
A
5. Defines the management of risk factors in banks' lending mechanism.
10, 9
A
5.1. It defines risk management in banks' short-term lending mechanism.
10, 9
A
5.2. It defines the risk management of banks in the long-term lending process.
10, 9
A
Teaching Methods:
10: Discussion Method, 9: Lecture Method
Assessment Methods:
A: Traditional Written Exam
Course Outline
Order
Subjects
Preliminary Work
1
Definition of Risk and Risks in Financial Markets
Examination of academic studies on the subject.
2
Development of risk management
Examination of academic studies on the subject.
3
Banking Risk Types
Examination of academic studies on the subject.
4
Market Risk
Examination of academic studies on the subject.
5
Liquidity Risk
Examination of academic studies on the subject.
6
Credit Risk
Examination of academic studies on the subject.
7
Operational Risk
Examination of academic studies on the subject.
8
Credit Management in Banks
Examination of academic studies on the subject.
9
Credit Management in Banks
Examination of academic studies on the subject.
10
Credit Evaluation Process, Financial Analysis and Credit Calculations
Examination of academic studies on the subject.
11
Problem credit and follow-up
Examination of academic studies on the subject.
12
Cash credit Commercial credit
Examination of academic studies on the subject.
13
Cash credit: Individual credit
Examination of academic studies on the subject.
14
Non-cash credit
Examination of academic studies on the subject.
Resources
Lecture Notes
Risk management in banking, 3rd ed,. Joel Bessis 2012.
Risk Management and Financial Institutions, 3rd edition, John Hull, 2012
Course Contribution to Program Qualifications
Course Contribution to Program Qualifications
No
Program Qualification
Contribution Level
1
2
3
4
5
1
1. In light of the current developments in the field of banking and finance, use knowledge about the main sources, process and design which are related to the field.
X
2
2.Describe the mathematical and statistical methods of banking and finance.
X
3
3. Reach scientific knowledge in the field of banking and finance; evaluate, and use this information to solve macro and micro financial problems.
X
4
4. Implement the idea about individual and social problems of banking and finance and in the light of current developments find resolutions.
X
5
5. Solve the problems encountered in banking and finance theory and practice by using research methods that specific to field.
X
6
6. Carry out an independent study which needs expertise in the field of banking and finance and its sub-disciplines.
X
7
7. Develop different perspectives and take responsibility to solve complex issues which require expertise and encountered in the field of banking and finance and its sub-disciplines.
X
8
8. Critically evaluate acquired knowledge and skills in the field of banking and finance and its sub-disciplines.
X
9
9. Constantly evaluates itself by following the developments in science and technology with the importance of lifelong learning.
10
10. Mean acquired knowledge in the field of banking and finance and current developments about finance theory and practice to all groups systematically in written or oral form.
X
11
11. Critically question concepts and institutions of banking and finance, settled practice of management and norms and when necessary develop and attempt to change them.
X
12
12. Use software which in the level required by the field of banking and finance and information and communication technologies in the advanced level.
13
13. Take into consideration and internalize social, scientific and ethical values in the process of gathering, processing and evaluating information about field of banking and finance and its sub-disciplines.
X
14
14. With developing understanding of honesty, justice and ethics are required to be professional in the field, teach around them.
Assessment Methods
Contribution Level
Absolute Evaluation
Rate of Midterm Exam to Success
50
Rate of Final Exam to Success
50
Total
100
ECTS / Workload Table
Activities
Number of
Duration(Hour)
Total Workload(Hour)
Course Hours
14
3
42
Guided Problem Solving
14
1
14
Resolution of Homework Problems and Submission as a Report
0
0
0
Term Project
0
0
0
Presentation of Project / Seminar
0
0
0
Quiz
1
20
20
Midterm Exam
1
40
40
General Exam
1
60
60
Performance Task, Maintenance Plan
0
0
0
Total Workload(Hour)
176
Dersin AKTS Kredisi = Toplam İş Yükü (Saat)/30*=(176/30)
6
ECTS of the course: 30 hours of work is counted as 1 ECTS credit.
Detail Informations of the Course
Course Description
Course
Code
Semester
T+P (Hour)
Credit
ECTS
CREDIT and RISK MANAGEMENT in BANKING
FİBY1162500
Fall Semester
3+0
3
6
Course Program
Prerequisites Courses
Recommended Elective Courses
Language of Course
Turkish
Course Level
Second Cycle (Master's Degree)
Course Type
Elective
Course Coordinator
Assist.Prof. Ali Osman Serdar ÇITAK
Name of Lecturer(s)
Assist.Prof. Ali Osman Serdar ÇITAK
Assistant(s)
Aim
To teach the types of risks in the banking system and to cope with these risks, to give information about the management process of the credits which are the main activity of the banks.
Course Content
This course contains; Definition of Risk and Risks in Financial Markets,Development of risk management,Banking Risk Types,Market Risk,Liquidity Risk,Credit Risk,Operational Risk,Credit Management in Banks,Credit Management in Banks,Credit Evaluation Process, Financial Analysis and Credit Calculations,Problem credit and follow-up,Cash credit Commercial credit,Cash credit: Individual credit,Non-cash credit.
Course Learning Outcomes
Teaching Methods
Assessment Methods
1.Evaluates the concept of risk.
10, 9
A
2.Evaluates types of financial risk.
10, 9
A
2.1.Explains the types of risks that banks are exposed
10, 9
A
2.2.Explains the concept of total risk in financial markets.
10, 9
A
1.1. Explains the importance of risk in banks.
10, 9
A
1.2. Explains risk perspective in financial markets.
10, 9
A
3. Defines the systematic and non-systematic risk factors that banks are exposed to.
10, 9
A
3.1. It defines the systematic risk factors that banks are exposed to.
10, 9
A
3.2. It defines the unsystematic risk factors that banks are exposed to.
10, 9
A
4. Defines the functioning of banks' lending mechanism.
10, 9
A
4.1. Defines the short-term credit mechanism of banks.
10, 9
A
4.2. It defines the long-term lending mechanism of banks.
10, 9
A
5. Defines the management of risk factors in banks' lending mechanism.
10, 9
A
5.1. It defines risk management in banks' short-term lending mechanism.
10, 9
A
5.2. It defines the risk management of banks in the long-term lending process.
10, 9
A
Teaching Methods:
10: Discussion Method, 9: Lecture Method
Assessment Methods:
A: Traditional Written Exam
Course Outline
Order
Subjects
Preliminary Work
1
Definition of Risk and Risks in Financial Markets
Examination of academic studies on the subject.
2
Development of risk management
Examination of academic studies on the subject.
3
Banking Risk Types
Examination of academic studies on the subject.
4
Market Risk
Examination of academic studies on the subject.
5
Liquidity Risk
Examination of academic studies on the subject.
6
Credit Risk
Examination of academic studies on the subject.
7
Operational Risk
Examination of academic studies on the subject.
8
Credit Management in Banks
Examination of academic studies on the subject.
9
Credit Management in Banks
Examination of academic studies on the subject.
10
Credit Evaluation Process, Financial Analysis and Credit Calculations
Examination of academic studies on the subject.
11
Problem credit and follow-up
Examination of academic studies on the subject.
12
Cash credit Commercial credit
Examination of academic studies on the subject.
13
Cash credit: Individual credit
Examination of academic studies on the subject.
14
Non-cash credit
Examination of academic studies on the subject.
Resources
Lecture Notes
Risk management in banking, 3rd ed,. Joel Bessis 2012.
Risk Management and Financial Institutions, 3rd edition, John Hull, 2012
Course Contribution to Program Qualifications
Course Contribution to Program Qualifications
No
Program Qualification
Contribution Level
1
2
3
4
5
1
1. In light of the current developments in the field of banking and finance, use knowledge about the main sources, process and design which are related to the field.
X
2
2.Describe the mathematical and statistical methods of banking and finance.
X
3
3. Reach scientific knowledge in the field of banking and finance; evaluate, and use this information to solve macro and micro financial problems.
X
4
4. Implement the idea about individual and social problems of banking and finance and in the light of current developments find resolutions.
X
5
5. Solve the problems encountered in banking and finance theory and practice by using research methods that specific to field.
X
6
6. Carry out an independent study which needs expertise in the field of banking and finance and its sub-disciplines.
X
7
7. Develop different perspectives and take responsibility to solve complex issues which require expertise and encountered in the field of banking and finance and its sub-disciplines.
X
8
8. Critically evaluate acquired knowledge and skills in the field of banking and finance and its sub-disciplines.
X
9
9. Constantly evaluates itself by following the developments in science and technology with the importance of lifelong learning.
10
10. Mean acquired knowledge in the field of banking and finance and current developments about finance theory and practice to all groups systematically in written or oral form.
X
11
11. Critically question concepts and institutions of banking and finance, settled practice of management and norms and when necessary develop and attempt to change them.
X
12
12. Use software which in the level required by the field of banking and finance and information and communication technologies in the advanced level.
13
13. Take into consideration and internalize social, scientific and ethical values in the process of gathering, processing and evaluating information about field of banking and finance and its sub-disciplines.
X
14
14. With developing understanding of honesty, justice and ethics are required to be professional in the field, teach around them.
