GAZI UNIVERSITY INFORMATION PACKAGE - 2019 ACADEMIC YEAR

COURSE DESCRIPTION
RISK MEASUREMENT AND ANALYSIS/7700007
Course Title: RISK MEASUREMENT AND ANALYSIS
Credits 3 ECTS 7.5
Semester 1 Compulsory/Elective Compulsory
COURSE INFO
 -- LANGUAGE OF INSTRUCTION
  Turkish
 -- NAME OF LECTURER(S)
  Assoc. Prof. Funda YURDAKUL
 -- WEB SITE(S) OF LECTURER(S)
  www.gazi.edu.tr/~funday
 -- EMAIL(S) OF LECTURER(S)
  funday@gazi.edu.tr
 -- LEARNING OUTCOMES OF THE COURSE UNIT
Learn the basic and advance methods of Risk Analysis.
Be able to measure And Forecast Required Risk Indicators.
 -- MODE OF DELIVERY
  The mode of delivery of this course is face to face
 -- PREREQUISITES AND CO-REQUISITES
  There is no prerequisite for this course.
 -- RECOMMENDED OPTIONAL PROGRAMME COMPONENTS
  There is no recommended optional programme component for this course.
 --COURSE CONTENT
1. Week  Definition and Types of Risk: Systematic and Unsystematic Risk
2. Week  Risk Measurement Techniques and Models of Value at Risk (RMD)
3. Week  Parametric Methods in Risk Measurement
4. Week  Parametric Methods in Risk Measurement: Volatility Models
5. Week  Monte-Carlo Methods-Stress Test
6. Week  Risks and Crises
7. Week  Models of Financial Crisis
8. Week  Midterm
9. Week  Stress Tests in Banking and Applications
10. Week  Econometric Models of Financial Crises
11. Week  Logit-Probit Models and Their Derivatives
12. Week  Vulnerability Analysis: The Real sector
13. Week  Vulnerability Analysis: The Financial sector
14. Week  Speculative Pressure Index: Account-Reviews
15. Week  Financial Vulnerability Index: Account-Reviews
16. Week  Final
 -- RECOMMENDED OR REQUIRED READING
  Ekonometriye Giriş - James H. Stock ve Mark W. Watson Çeviren. Prof.Dr.Bedriye Saraçoğlu. ”Finansal Kurumlar ve Piyasalar”, Prof.Dr. İlker Parasız. “Bankacılıkta Risk Yönetimi ve Sermaye Yeterliliği”, Ayhan Altıntaş. “Sermaye Piyasası Yatırım Araçları ve Analizi”, Prof. Dr. Ahmet Amsoy, Dr.Cihan Tanrıöven.
 -- PLANNED LEARNING ACTIVITIES AND TEACHING METHODS
  Lecture, Question & Answer, Demonstration, Drill - Practise
 -- WORK PLACEMENT(S)
  No
 -- ASSESSMENT METHODS AND CRITERIA
 
Quantity
Percentage
 Mid-terms
1
40
 Assignment
0
0
 Exercises
0
0
 Projects
1
60
 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
14
1
14
 Reading
14
5
70
 Searching in Internet and Library
14
3
42
 Designing and Applying Materials
14
1
14
 Preparing Reports
1
1
1
 Preparing Presentation
2
1
2
 Presentation
1
1
1
 Mid-Term and Studying for Mid-Term
1
1
1
 Final and Studying for Final
1
1
1
 Other
0
 TOTAL WORKLOAD: 
188
 TOTAL WORKLOAD / 25: 
7.52
 ECTS: 
7.5
 -- COURSE'S CONTRIBUTION TO PROGRAM
NO
 PROGRAM LEARNING OUTCOMES
1
2
3
4
5
1Having the professional expertise and skills on theoretical and practical aspect of econometrics.X
2Having appropriate behavior of econometricsin the field of social, scientific, cultural and ethical values, applicability of gained knowledge and skills in accordance with the principle of responsibility to social and working life.X
3Having skills about selecting, using and evaluating of appropriate econometrics and statistical programming methods, based on theoretical and practical knowledge acquired in the field related to the current problems faced by.X
4Having skills to work with the team for reach fruitful results in interdisciplinary and interdisciplinary studies.X
5Having knowledge of research methods in the field of institutions and organizations planning projects, managing in order to conduct independent research.X
6Using some of the advanced level econometrics and statistical software programs.X
7Having skills about information system related to the fields in working life.X
8Having qualities for analytical thinking, prospecting and bring scientific solutions to problems as a researcher.X
9Having skills to comprehension, application and evaluation about terms and basic theory of operational research.
10Having the professional expertise and skills on theoretical and practical aspects of operational research.