dm.ieu.edu.tr
Course Name | |
Code | Semester | Theory (hour/week) | Application/Lab (hour/week) | Local Credits | ECTS |
---|---|---|---|---|---|
Fall/Spring |
Prerequisites | None | |||||
Course Language | ||||||
Course Type | Elective | |||||
Course Level | - | |||||
Mode of Delivery | - | |||||
Teaching Methods and Techniques of the Course | ||||||
Course Coordinator | - | |||||
Course Lecturer(s) | - | |||||
Assistant(s) | - |
Course Objectives | |
Learning Outcomes | The students who succeeded in this course;
|
Course Description |
| Core Courses | |
Major Area Courses | ||
Supportive Courses | X | |
Media and Managment Skills Courses | ||
Transferable Skill Courses |
Week | Subjects | Required Materials |
1 | Self Introductions & General Information on the Course | Textbook: Risk Management and Financial Institutions by John C. Hull, ISBN: 9780138006174 |
2 | Introduction to Risk Management | Chapter. 1 |
3 | Banks, Insurance Companies and Pension Plans | Chapter. 2&3 |
4 | Financial Instruments | Chapter. 5 |
5 | How Traders Manage Their Exposure | Chapter. 6 |
6 | Interest Rate Risk | Chapter. 7 |
7 | Value at Risk | Chapter. 8 |
8 | Volatility | Chapter. 9 |
9 | MidTerm Exam | |
10 | Correlations and Copulas | Chapter. 10 |
11 | Market Risk VaR – Historical Simulation Approach Market Risk VaR – ModelBuilding Approach | Chapter. 12 & 13 |
12 | Credit Risk | Chapter. 14 &15 |
13 | Scenario Analysis & Stress Testing | Chapter. 17 |
14 | Operational, Liquidity & Model Risk | Chapter. 18 & 20 |
15 | Risk Management Mistakes to Avoid & Review for Final Exam (Comprehensive) | Chapter. 22 |
16 | Review of the Semester |
Course Notes/Textbooks | Book Chapters |
Suggested Readings/Materials | TEXTBOOK: Risk Management and Financial Institutions, John C. Hull, ISBN: 9780138006174 Applied Risk Analysis, Jonathan Mun, 9780471478850 Journals & Magazines Risk Magazine (http://www.risk.net/ , paid subscription required, abstracts available for free) Global Risk Regulator (http://www.globalriskregulator.com , paid subscription required, abstracts and some articles are available for free) The Journal of Risk (http://www.thejournalofrisk.com/) Daily Journals Financial Times Wall Street Journal WebSites (sign up required) GARP (http://www.garp.org/) PRMIA (http://www.prmia.org/) Riskmetrics (http://www.riskmetrics.com/) Bank for International Settlements (http://www.bis.org) Risk Management WebSites http://www.riskworld.com/websites/webfiles/ws5aa015.htm |
Semester Activities | Number | Weigthing |
Participation | 1 | 10 |
Laboratory / Application | ||
Field Work | ||
Quizzes / Studio Critiques | ||
Portfolio | ||
Homework / Assignments | 1 | 10 |
Presentation / Jury | 1 | 20 |
Project | ||
Seminar / Workshop | ||
Oral Exam | ||
Midterm | 1 | 25 |
Final Exam | 1 | 35 |
Total |
Weighting of Semester Activities on the Final Grade | 65 | |
Weighting of End-of-Semester Activities on the Final Grade | 35 | |
Total |
Semester Activities | Number | Duration (Hours) | Workload |
---|---|---|---|
Course Hours (Including exam week: 16 x total hours) | 16 | 3 | 48 |
Laboratory / Application Hours (Including exam week: 16 x total hours) | 16 | ||
Study Hours Out of Class | 16 | 1 | |
Field Work | |||
Quizzes / Studio Critiques | |||
Portfolio | |||
Homework / Assignments | 1 | 1 | |
Presentation / Jury | 1 | 6 | |
Project | 10 | ||
Seminar / Workshop | |||
Oral Exam | |||
Midterms | 1 | 10 | |
Final Exams | 1 | 14 | |
Total | 95 |
# | Program Competencies/Outcomes | * Contribution Level | ||||
1 | 2 | 3 | 4 | 5 | ||
1 | To have a grasp of basic mathematics, applied mathematics and theories and applications of statistics. | |||||
2 | To be able to use theoretical and applied knowledge acquired in the advanced fields of mathematics and statistics, | |||||
3 | To be able to define and analyze problems and to find solutions based on scientific methods, | |||||
4 | To be able to apply mathematics and statistics in real life with interdisciplinary approach and to discover their potentials, | |||||
5 | To be able to acquire necessary information and to make modeling in any field that mathematics is used and to improve herself/himself, | |||||
6 | To be able to criticize and renew her/his own models and solutions, | |||||
7 | To be able to tell theoretical and technical information easily to both experts in detail and nonexperts in basic and comprehensible way, | |||||
8 | To be able to use international resources in English and in a second foreign language from the European Language Portfolio (at the level of B1) effectively and to keep knowledge up-to-date, to communicate comfortably with colleagues from Turkey and other countries, to follow periodic literature, | |||||
9 | To be familiar with computer programs used in the fields of mathematics and statistics and to be able to use at least one of them effectively at the European Computer Driving Licence Advanced Level, | |||||
10 | To be able to behave in accordance with social, scientific and ethical values in each step of the projects involved and to be able to introduce and apply projects in terms of civic engagement, | |||||
11 | To be able to evaluate all processes effectively and to have enough awareness about quality management by being conscious and having intellectual background in the universal sense, | |||||
12 | By having a way of abstract thinking, to be able to connect concrete events and to transfer solutions, to be able to design experiments, collect data, and analyze results by scientific methods and to interfere, | |||||
13 | To be able to continue lifelong learning by renewing the knowledge, the abilities and the compentencies which have been developed during the program, and being conscious about lifelong learning, | |||||
14 | To be able to adapt and transfer the knowledge gained in the areas of mathematics and statistics to the level of secondary school, | |||||
15 | To be able to conduct a research either as an individual or as a team member, and to be effective in each related step of the project, to take role in the decision process, to plan and manage the project by using time effectively. |
*1 Lowest, 2 Low, 3 Average, 4 High, 5 Highest