| Semester | Course Unit Code | Course Unit Title | T+P+L | Credit | Number of ECTS Credits |
| 5 | BA323 | RISK MANAGEMENT | 3+0+0 | 3 | 5 |
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Language of Instruction
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English
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Level of Course Unit
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Bachelor's Degree
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Department / Program
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BUSINESS ADMINISTRATION
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Type of Program
|
Formal Education
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Type of Course Unit
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Elective
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Course Delivery Method
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Face To Face
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Objectives of the Course
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Provide knowledge of the basic theory, concepts and applications of risk management
Provide knowledge of different types of financial risks
Provide knowledge of the techniques commonly used in risk measurement
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Course Content
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The aim of the course is to make an introduction into the theory and applications of risk management. The established financial risks, namely credit risks, market risks and liquidity risks will be covered in the course. After introducing each risk type, the techniques commonly used in risk measurement will be discussed.
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Course Methods and Techniques
|
Midterm (%25)
Final Exam (%40)
Group Case Study (%25)
Attendance and Participation (%10)
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Prerequisites and co-requisities
|
None
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Course Coordinator
|
None
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Name of Lecturers
|
Instructor Dr. Seyit Gokmen seyit.gokmen@agu.edu.tr
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Assistants
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None
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Work Placement(s)
|
No
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Recommended or Required Reading
|
Resources
|
Risk management and Financial Institutions 5 Edition John C. Hull
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|
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Course Category
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Social Sciences
|
%40
|
|
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Field
|
%60
|
|
|
Planned Learning Activities and Teaching Methods
Activities are given in detail in the section of "Assessment Methods and Criteria" and "Workload Calculation"
Assessment Methods and Criteria
|
In-Term Studies
|
|
Quiz/Küçük Sınav
|
1
|
%
25
|
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Proje/Çizim
|
1
|
%
25
|
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Final examination
|
1
|
%
40
|
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Uygulama Çalışmaları (Laboratuar,Sanal Mahkeme,Stüdyo Çalışmaları vb.)
|
1
|
%
10
|
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Total
|
4
|
%
100
|
ECTS Allocated Based on Student Workload
|
Activities
|
Total Work Load
|
|
Araştırma Ödevi
|
1
|
10
|
10
|
|
Yazılı Sınav
|
1
|
25
|
25
|
|
Grup Sunumu
|
1
|
15
|
15
|
|
Grup Projesi
|
1
|
10
|
10
|
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Sınıf İçi Aktivitesi
|
10
|
2
|
20
|
|
Sunum
|
1
|
8
|
8
|
|
Yüz Yüze Ders
|
14
|
3
|
42
|
|
Final Sınavı
|
1
|
20
|
20
|
|
Total Work Load
| |
|
Number of ECTS Credits 5
150
|
Course Learning Outcomes: Upon the successful completion of this course, students will be able to:
| No | Learning Outcomes |
|
1
| Demonstrate knowledge about the theory of risk management |
|
2
| Demonstrate knowledge about applications of risk management |
|
3
| Be able to identify different type of financial risks |
|
4
| Demonstrate knowledge about the techniques commonly used in risk management |
|
5
| Demonstrate knowledge about the recent global financial crisis |
Weekly Detailed Course Contents
| Week | Topics | Study Materials | Materials |
| 1 |
Introduction to risk management
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|
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| 2 |
Rise of risk management
|
|
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| 3 |
Market risk
|
|
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| 4 |
Measuring market risk
|
|
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| 5 |
Credit risk
|
|
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| 6 |
Liquidity risk
|
|
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| 7 |
Break
|
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| 8 |
LFW
|
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| 9 |
Midterm
|
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| 10 |
Measuring liquidity risk
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| 11 |
Operational risk
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| 12 |
Risk control and recent global financial crisis
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| 13 |
Asset liability management
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| 14 |
Diversification-portfolio effect
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| 15 |
Hedging using derivatives
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| 16 |
Final Exam
|
|
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Contribution of Learning Outcomes to Programme Outcomes
Contribution: 1: Very Slight 2:Slight 3:Moderate 4:Significant 5:Very Significant
https://sis.agu.edu.tr/oibs/bologna/progCourseDetails.aspx?curCourse=71904&lang=en