FACULTY OF BUSINESS

Department of International Trade and Finance

ITF 411 | Course Introduction and Application Information

Course Name
Bank Management
Code
Semester
Theory
(hour/week)
Application/Lab
(hour/week)
Local Credits
ECTS
ITF 411
Fall/Spring
3
0
3
6

Prerequisites
None
Course Language
English
Course Type
Elective
Course Level
First Cycle
Mode of Delivery -
Teaching Methods and Techniques of the Course -
Course Coordinator
Course Lecturer(s) -
Assistant(s) -
Course Objectives The primary objective of the course is to familiarize the students with bank management techniques in a succinct nature. Mostly from a practical and updated pesspectives, banking issues will be discussed. Actualities will be parsed with examples. In view of the financial meltdowns of the last 20 years, in which banks have been involved either by instigating them or execerbating them, the topic has gained momentum universally.
Learning Outcomes The students who succeeded in this course;
  • 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.
  • will be able to give information about the overview of the banking industry and regulation.
Course Description Topics covered are: to provide the course participants better understanding the management of banks in general and banking in particular given the rapid changing financial environment as well as the decisionmaking process in banking and practical aspects of asset and liability management with special emphasis on risk measurement and management as the basic component in the bank management process.

 



Course Category

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

 

WEEKLY SUBJECTS AND RELATED PREPARATION STUDIES

Week Subjects Related Preparation
1 Resources for Banks, Fee-based Services of Banks and Other Intermediations, Derivatives, Resource Allocations by Banks My own course notes and the following supplementary reading materials (inter alia):
2 Bank Performance, Income Table Approach, Analysis of Bank Performance, The Relationship between the Balance Sheet and Income Table, The Return on Equity Model, Profit Margin and Asset Utilization My own course notes and the following supplementary reading materials (inter alia):
3 Liquidity Management, Equity Management My own course notes and the following supplementary reading materials (inter alia):
4 Market Risks Basel I, II, III VaR Calculations Monte Carlo Simulation Historical Simulation RiskMetrics Variance/Covariance Matrix or Parametric method Linear Exposure Stress Testing Back-testing Look-back period The difference between a confidence level and a confidence interval The most accurate VaR method and time horizon concept My own course notes and the following supplementary reading materials (inter alia):
5 Asset and Liability Management My own course notes and the following supplementary reading materials (inter alia):
6 The Mathematics of Interest Rates My own course notes and the following supplementary reading materials (inter alia):
7 Managing Interest Rate Risk My own course notes and the following supplementary reading materials (inter alia):
8 Financial Futures and Interest Rate Swaps My own course notes and the following supplementary reading materials (inter alia):
9 Micro-hedging Applications Creating a Synthetic Liability with a Short Hedge My own course notes and the following supplementary reading materials (inter alia):
10 Interest Rate Swaps Forward Rate Agreements (FRAs) My own course notes and the following supplementary reading materials (inter alia):
11 Use of Options on Financial Futures / The use of Options on Futures by Commercial Banks My own course notes and the following supplementary reading materials (inter alia):
12 Cost of Funds My own course notes and the following supplementary reading materials (inter alia):
13 Loan Administration Target Profit Revenue Components My own course notes and the following supplementary reading materials (inter alia):
14 Customer Profitability Analyses of Consumer Loans Segment Profitability Analysis Customer Profitability Analyses of Commercial Loans /Matched Funding and Hedging My own course notes and the following supplementary reading materials (inter alia):
15 Review of the Semester
16 Final Exam

 

Course Notes/Textbooks My own course notes and the following supplementary reading materials
Suggested Readings/Materials

Investment Analysis and Management by Charles P Jones published by John Wiley & Sons 2. ISBN: 978-1118363294

Bank Management by Timothy W Koch published by The Dryden Press (Harcourt College Publishers) ISBN: 978-0-32465578-0

 

EVALUATION SYSTEM

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

Weighting of Semester Activities on the Final Grade
3
60
Weighting of End-of-Semester Activities on the Final Grade
1
40
Total

ECTS / WORKLOAD TABLE

Semester Activities Number Duration (Hours) Workload
Theoretical Course Hours
(Including exam week: 16 x total hours)
16
3
48
Laboratory / Application Hours
(Including exam week: '.16.' x total hours)
16
0
Study Hours Out of Class
14
3
42
Field Work
0
Quizzes / Studio Critiques
0
Portfolio
0
Homework / Assignments
1
20
20
Presentation / Jury
0
Project
0
Seminar / Workshop
0
Oral Exam
0
Midterms
1
25
25
Final Exam
1
40
40
    Total
175

 

COURSE LEARNING OUTCOMES AND PROGRAM QUALIFICATIONS RELATIONSHIP

#
Program Competencies/Outcomes
* Contribution Level
1
2
3
4
5
1

To be able to identify and analyze problems in the field of trade and finance, and to develop solutions.

X
2 To be able to use the theoretical and practical knowledge gained in the field of International Trade and Finance. X
3 To be able to analyze the developments in global markets by using critical thinking skills.
4 To be able to analyze and interpret data in the field of finance, commerce and economics by using information technologies effectively.
5 To be able to acquire knowledge about the legal regulations and practices in the field. X
6 To be able to foresee and define the risks that could be encountered in the field of trade and finance and to take decisions to manage such risks.
7 To be able to acquire and use verbal and numerical skills necessary for the nature of international trade and finance program. X
8 To be able to obtain, synthesize and report the information related to the fields of trade and finance.
9 To be able to contribute to the solution of problems as individual, team member or leader.
10

To be able to evaluate the issues related to the field with an ethical perspective and social sensitivity.

11 To be able to collect data in the areas of International Trade and Finance and communicate with colleagues in a foreign language ("European Language Portfolio Global Scale", Level B1).
12 To be able to speak a second foreign at a medium level of fluency efficiently.
13 To be able to relate the knowledge accumulated throughout human history to their field of expertise.

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

 


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