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Prerequisites
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Language of Instruction
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Turkish
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Responsible
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SEZER ÖKSÜZ
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Instructors
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Assistants
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Resources
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Altıntaş, A. (2006), Bankacılıkta Risk Yönetimi ve Sermaye Yeterliliği, Turhan Kitabevi, Ankara.
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Supplementary Book
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Goals
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With this course, it was aimed to give information to the participants about the content of the active passive management and functions in Banks in particular, strategic management of the Bank`s balance sheet items, relationship between profit and active passive management, banks` off-balance sheet transactions, the balance sheet banking, the types of risk faced by banks. To provide practical information and ideas about interest rate and foreign exchange risk management tools (koruganlık techniques) in a comprehensive framework.
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Content
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Definition of risk. Disclosure of Risk and Uncertainty Concepts.
Banking and Risk Management, Risk Types in banks
Active-passive Management in banks, Liquidity Risk, Credit Risk, Interest Rate Risk, Operational Risk
Active-passive Management in banks, identification of risks on the balance sheet, active-based passive-based risks
Management of credit Risk
Management and Maturity Analysis of Liquidity Risk
Interest Rate Risk: Management Gap Analysis
Interest Rate Risk: Management Gap Analysis
Management of interest Rate Risk. Duration / Duration - Gap Analysis
Management of interest rate Duration / Duration - Gap Analysis
Basel II and Risk Management
Applications set by the Basel II and Basel III Studies
Off-Balance Sheet Risks, Bank Resource costs, Calculation of Resource Cost
Exchange Rate Risk Measurement / Open Position Management / Forward Transactions / Forward Exchange Rate Calculations
Active-passive Committees, Working Principles of active-passive committees
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