Print

COURSE INFORMATION
Course CodeCourse TitleL+P HourSemesterECTS
IMF 527FINANCIAL RISK MANAGEMENT3 + 02nd Semester7,5

COURSE DESCRIPTION
Course Level Doctorate Degree
Course Type Elective
Course Objective The purpose of this course is to provide information about the types of risks in business and financial techniques used to manage these risks by providing an ability, to gain skills in business and academic to use this information.
Course Content At courses, perceptions of risk will be different from the concept of motion is processed for businesses and financial institutions depending on two separate axes. First of all businesses face the risks and consider them the techniques are discussed, then the existing risks and how they conduct their financial institutions, and trends are included on the corporate perception.
Prerequisites No the prerequisite of lesson.
Corequisite No the corequisite of lesson.
Mode of Delivery Face to Face

COURSE LEARNING OUTCOMES
1Knows the techniques and methods about risk management
2Have information about the efficient portfolios and portfolio models
3Measure the portfolio risk
4Learns risk management through futures learns
5Learns how to calculate VAR
6May reflect in practice such as the Credit risk, asset-liability management issues

COURSE'S CONTRIBUTION TO PROGRAM
PO 01PO 02PO 03PO 04PO 05PO 06PO 07
LO 0015533553
LO 0025553553
LO 0035555553
LO 0045533553
LO 0055533553
LO 0065553553
Sub Total30302420303018
Contribution5543553

ECTS ALLOCATED BASED ON STUDENT WORKLOAD BY THE COURSE DESCRIPTION
ActivitiesQuantityDuration (Hour)Total Work Load (Hour)
Course Duration (14 weeks/theoric+practical)14342
Hours for off-the-classroom study (Pre-study, practice)14570
Assignments22550
Mid-terms11313
Final examination12020
Total Work Load

ECTS Credit of the Course






195

7,5
COURSE DETAILS
 Select Year   


 Course TermNoInstructors
Details 2022-2023 Spring1HAKAN AYGÖREN
Details 2021-2022 Spring1HAKAN AYGÖREN
Details 2011-2012 Fall1DÜNDAR KÖK
Details 2010-2011 Fall1DÜNDAR KÖK


Print

Course Details
Course Code Course Title L+P Hour Course Code Language Of Instruction Course Semester
IMF 527 FINANCIAL RISK MANAGEMENT 3 + 0 1 Turkish 2022-2023 Spring
Course Coordinator  E-Mail  Phone Number  Course Location Attendance
Prof. Dr. HAKAN AYGÖREN haygoren@pau.edu.tr İİBF A0133 %
Goals The purpose of this course is to provide information about the types of risks in business and financial techniques used to manage these risks by providing an ability, to gain skills in business and academic to use this information.
Content At courses, perceptions of risk will be different from the concept of motion is processed for businesses and financial institutions depending on two separate axes. First of all businesses face the risks and consider them the techniques are discussed, then the existing risks and how they conduct their financial institutions, and trends are included on the corporate perception.
Topics
WeeksTopics
1 Conceptual Framework: Concept and Types of Risk
2 Risk and Return: Portfolio Theory
3 Portfolio Models - Efficient Portfolios
4 Capital Asset Pricing Model
5 Applications of Multi-Indexed Models (Arbitrage Pricing Model)
6 Derivatives (forward, futures, swaps, option
7 Derivatives (swaps, option)
8 Midterm exam
9 Asset - Debt Management (GAP, Duration)
10 Risk Management at Retail and Commercial Loans and Credit Rating
11 Perspective on Basel II
12 Operational Risk Management Applications at Financial Institutions
13 (Value at Risk-VaR)
14 Stress Testing and Scenario Analysis
Materials
Materials are not specified.
Resources
ResourcesResources Language
The Essentials of Risk Management, Michel CROUHY, Dan GALAI, Robert MARK, McGraw Hill Comp., 2006, USATürkçe
Risk ve Yönetimi, Mehmet BOLAK, Birsen Yayınevi, İstanbul, 2004. Türkçe
Risk Yönetimi, K.Evren Bolgün ve BArış Akçay, Scala Yay., İstanbul 2009Türkçe
Course Assessment
Assesment MethodsPercentage (%)Assesment Methods Title
Final Exam50Final Exam
Midterm Exam50Midterm Exam
L+P: Lecture and Practice
PQ: Program Learning Outcomes
LO: Course Learning Outcomes