11111

COURSE INTRODUCTION AND APPLICATION INFORMATION


finans.ss.ieu.edu.tr

Course Name
Code
Semester
Theory
(hour/week)
Application/Lab
(hour/week)
Local Credits
ECTS
Spring
Prerequisites
None
Course Language
Course Type
Required
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;
  • will be able to give information about the overview of the banking industry and regulation.
  • will be able to do Bank Performance Analysis and Fixed Income Securities Pricing.
  • will be able to explain the process of GAP, Earnings Sensitivity and Duration Analysis.
  • will be able to gain the skill of using derivatives to manage interest rate risk .
  • will be able to analyze funding the bank and managing liquidity.
  • will be able to explain basic matters of credit policy and loan characteristics.
  • will be able to give information about the Effective Use of Capital.
  • will be able to explain Evaluating Consumer/Commercial Loan Requests and Managing the Investment Portfolio.
Course Description

 



Course Category

Core Courses
Major Area Courses
X
Supportive Courses
Media and Managment Skills Courses
Transferable Skill Courses

 

WEEKLY SUBJECTS AND RELATED PREPARATION STUDIES

Week Subjects Required Materials
1 Funds and commercial banks, a quick look at the financial markets Mr. Halit Soydan’s own Course Notes for ECON511
2 A quick reminder about securities, A quick reminder about foreign exchanges, and trading techniques Mr. Halit Soydan’s own Course Notes for ECON511
3 Derivatives under the roof of futures exchanges, and over the counter contracts Mr. Halit Soydan’s own Course Notes for ECON511
4 The relationship between interest rates and bond prices, yield concepts per se Pricing and handling securities at the Istanbul Stock Exchange Money market yields Mr. Halit Soydan’s own Course Notes for ECON511
5 Duration models, GAP analyses, Asset and liabilities management Mr. Halit Soydan’s own Course Notes for ECON511
6 Managing interest rate risk Mr. Halit Soydan’s own Course Notes for ECON511
7 Financial futures and interest rate swaps Mr. Halit Soydan’s own Course Notes for ECON511
8 Use of options on financial futures Mr. Halit Soydan’s own Course Notes for ECON511
9 Reserve requirement for banks Capital and liquidity ratios for banks in Turkey BASELL I, II, III Mr. Halit Soydan’s own Course Notes for ECON511
10 Fund raising techniques worth mentioning separately Syndicated loans REPOs and REVERSE REPOs Mr. Halit Soydan’s own Course Notes for ECON511
11 Turkish Interbank Mr. Halit Soydan’s own Course Notes for ECON511
12 Fund utilizations in Turkish banking Mr. Halit Soydan’s own Course Notes for ECON511
13 Risk and return concepts and calculations Portfolio management “The Markowitz Model” Ex-post versus ex-ante calculations Mr. Halit Soydan’s own Course Notes for ECON511
14 Risk of security, Portfolio risk, Covariance Mr. Halit Soydan’s own Course Notes for ECON511
15 Off-balance-sheet items, Securitization, Mortgage financing Mr. Halit Soydan’s own Course Notes for ECON511
16 Review of the Semester  
Course Notes/Textbooks Mr. Halit Soydan’s own Course Notes for ECON511
Suggested Readings/Materials Supplementary reading materials: (In addition to current hot topics of the week as appears at Turkish and international press, dailies, periodicals at electronic media or otherwise): 1. Bank Management by Timothy W Koch, The Dreyden Press. Investment Analysis and Management by Charles P Jones, John Wiley and Sons. The Mathematics of Banking and Finance by Dennis Cox, Michael Cox \n4. Mastering Financial Mathematics by Alastair L Day

 

EVALUATION SYSTEM

Semester Activities Number Weigthing
Participation
14
15
Laboratory / Application
Field Work
Quizzes / Studio Critiques
Portfolio
Homework / Assignments
1
15
Presentation / Jury
Project
Seminar / Workshop
Oral Exam
Midterm
1
30
Final Exam
1
40
Total

Weighting of Semester Activities on the Final Grade
60
Weighting of End-of-Semester Activities on the Final Grade
40
Total

ECTS / WORKLOAD TABLE

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
6
Field Work
Quizzes / Studio Critiques
Portfolio
Homework / Assignments
1
Presentation / Jury
1
21
Project
Seminar / Workshop
Oral Exam
Midterms
1
30
Final Exams
1
30
    Total
225

 

COURSE LEARNING OUTCOMES AND PROGRAM QUALIFICATIONS RELATIONSHIP

#
Program Competencies/Outcomes
* Contribution Level
1
2
3
4
5
1 Developing scientific expertise and capabilities in the field of finance through using creative and critical thinking and research skills; innovatively contribute to the discipline by new ideas and definitions based on the graduate level qualifications. X
2 Comprehending the interaction across various disciplines related to the field of finance, reaching at original conclusions by using new and complex analysis, synthesis and evaluation skills. X
3

Developing and championing new approaches to contribute the field of finance through apprehending the research methods.

X
4

Contributing to the science of finance through developing new methods or implementing an existing method to a different field through investigating, comprehending, designing original topics.

X
5

Conducting independent research, analyzing scientific phenomenon through broad, deep and critical perspective, arriving at new syntheses and evaluations in the discipline of finance.

X
6 Publishing scientific articles in reputable refereed national and international journals, presenting papers in scientific conferences in the field of finance and its sub-disciplines. X
7 Following, attending and organizing national and international events such as conferences, seminars and panels to keep up with developments and create new solutions to the problems in the field of finance. X
8 Following pioneering and innovative theories and methods in the field of finance and implementing them in analysis and research. X
9 Developing creative solutions to the social, scientific and ethical issues within the scope of finance and business life and extending values that supports these solutions. X
10

Being able to use English fluently for both comprehending and publishing scientific publications and developing proper communication.

*1 Lowest, 2 Low, 3 Average, 4 High, 5 Highest

 

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