GAZI UNIVERSITY INFORMATION PACKAGE - 2019 ACADEMIC YEAR

COURSE DESCRIPTION
RISK MANAGEMENT IN BANKING/BNK -407
Course Title: RISK MANAGEMENT IN BANKING
Credits 3 ECTS 6
Semester 7 Compulsory/Elective Compulsory
COURSE INFO
 -- LANGUAGE OF INSTRUCTION
  Turkish
 -- NAME OF LECTURER(S)
  Doç.Dr. Afşin Şahin
 -- WEB SITE(S) OF LECTURER(S)
  http://www.gazi.edu.tr/afsinsahin
 -- EMAIL(S) OF LECTURER(S)
  afsinsahin@gazi.edu.tr
 -- LEARNING OUTCOMES OF THE COURSE UNIT
Learns applications of risk management to banking system.
Understands the basic risks in banking.
Learns credit risk.
Learns interest rate risk.
 -- MODE OF DELIVERY
  The mode of delivery of this course is Face to face
 -- PREREQUISITES AND CO-REQUISITES
  There is no prerequisite or co-requisite for this course.
 -- RECOMMENDED OPTIONAL PROGRAMME COMPONENTS
  There is no recommended optional programme component for this course.
 --COURSE CONTENT
1. Week  General Introduction
2. Week  Repricing Gap Model Analysis
3. Week  Duration Gap Analysis
4. Week  Market Risks
5. Week  Market Risks
6. Week  Basics of Probability
7. Week  Distribution, Random Variables
8. Week  Midterm
9. Week  Bank Balance Sheet
10. Week  Bank Balance Sheet
11. Week  Bank Balance Sheet
12. Week  Basic Informations on Credit Operations Credit Management
13. Week  Basic Informations on Credit Operations Credit Management
14. Week  Basic Informations on Credit Operations Credit Management
15. Week  Contemporary Risk Management Techniques
16. Week  
 -- RECOMMENDED OR REQUIRED READING
  RESTI, Andrea ve SIRONI, Andrea (2007). Risk Management and Shareholders’ Value in Banking, John Wiley and Sons, Ltd, USA. HEFFERNAN, Shelagh (2005). Modern Banking, John Wiley and Sons, Ltd, USA.
 -- PLANNED LEARNING ACTIVITIES AND TEACHING METHODS
  Lecture, Question & Answer, Demonstration, Drill - Practise
 -- WORK PLACEMENT(S)
  Not Applicable
 -- ASSESSMENT METHODS AND CRITERIA
 
Quantity
Percentage
 Mid-terms
1
40
 Assignment
0
0
 Exercises
0
0
 Projects
0
0
 Practice
0
0
 Quiz
0
0
 Contribution of In-term Studies to Overall Grade  
40
 Contribution of Final Examination to Overall Grade  
60
 -- WORKLOAD
 Efficiency  Total Week Count  Weekly Duration (in hour)  Total Workload in Semester
 Theoretical Study Hours of Course Per Week
14
3
42
 Practising Hours of Course Per Week
0
 Reading
8
3
24
 Searching in Internet and Library
14
3
42
 Designing and Applying Materials
0
 Preparing Reports
0
 Preparing Presentation
0
 Presentation
0
 Mid-Term and Studying for Mid-Term
7
3
21
 Final and Studying for Final
7
3
21
 Other
0
 TOTAL WORKLOAD: 
150
 TOTAL WORKLOAD / 25: 
6
 ECTS: 
6
 -- COURSE'S CONTRIBUTION TO PROGRAM
NO
 PROGRAM LEARNING OUTCOMES
1
2
3
4
5
1Use mathematical and graphical tools in the field of bankingX
2Understand the basic concepts and assumptions related to the science of bankingX
3Use methods, techniques and tools necessary for the analysis and modelling of economic data to ensure and evaluate the obtained resultsX
4Describe the structure and properties of the markets in economyX
5Make predictions about the relationships between economic and financial variablesX
6Analyze and comment on current economic eventsX
7Comment on Banking SectorX
8Analyze the banks and the banking sector within the framework of economic, financial and accounting dataX
9Have the ability to develop solutions for social problemsX
10Have the ability to do inter-disciplinary research and studyX