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Description of Individual Course Units

Course Unit Code Course Unit Title Type Of Course D U L ECTS IFN 7020 FINANCIAL RISK ANALYSIS COMPULSORY 3 0 0 8

Offered By

Finance Non-Thesis (Evening)

Level of Course Unit

Second Cycle Programmes (Master's Degree)

Course Coordinator

PROFESSOR GÖKTUĞ CENK AKKAYA

Offered to

Finance Non-Thesis (Evening) Non-Thesis Master of Finance (Evening)

Course Objective

The aim of the lecture is indicate the areas of utilization of risk management techniques within contracts.

Learning Outcomes of the Course Unit

1   Enumarating the methods of hedging 2   Measuring the risk 3   Analyzing future exchange markets 4   Having a knowledge of derivatives 5   Calculate the return on capital within regulated risk

Mode of Delivery

Face -to- Face

Prerequisites and Co-requisites

None

Recomended Optional Programme Components

None

Course Contents

Week Subject Description 1 Introduction and Course Description 2 Risk and Its Extents 3 Measuring the risk (Standard Deviation and Beta) 4 Hedging Methods for firms 5 Forwards 6 Futures 7 Opitons 8 Swap 9 Analysis of Credit Risk 10 Structured Financial Instruments 11 Synthetic Invesment Instruments 12 Value at Risk 13 Stress Testing and Backtesting 14 Conclusion and Evaluation

Recomended or Required Reading

Mehmet Bolat- Finansal Risk Yönetimi

Planned Learning Activities and Teaching Methods

Assessment Methods

SORTING NUMBER SHORT CODE LONG CODE FORMULA 1 MTE MIDTERM EXAM 2 FCG FINAL COURSE GRADE 3 FCGR FINAL COURSE GRADE MTE * 0.40 + FCG* 0.60 4 RST RESIT 5 FCGR FINAL COURSE GRADE (RESIT) MTE * 0.40 + RST* 0.60

Further Notes About Assessment Methods

None

Assessment Criteria

To be announced.

Language of Instruction

Turkish

Course Policies and Rules

To be announced.

Contact Details for the Lecturer(s)

To be announced.

Office Hours

To be announced.

Work Placement(s)

None

Workload Calculation

Activities Number Time (hours) Total Work Load (hours) Lectures 14 3 42 Preparation for midterm exam 1 20 20 Preparing assignments 1 40 40 Preparing presentations 1 10 10 Preparation for final exam 1 35 35 Preparations before/after weekly lectures 14 4 56 Midterm 1 2 2 Final 1 2 2 TOTAL WORKLOAD (hours) 207

Contribution of Learning Outcomes to Programme Outcomes

PO/LO PO.1 PO.2 PO.3 PO.4 PO.5 PO.6 PO.7 PO.8 PO.9 PO.10 PO.11 PO.12 PO.13 LO.1 1 LO.2 1 LO.3 1 LO.4 1 LO.5 1