COURSE UNIT TITLE

: ASSET-LIABILITY MANAGEMENT IN BANKING

DEGREE PROGRAMMES

Description of Individual Course Units

Course Unit Code Course Unit Title Type Of Course D U L ECTS
FIB 5112 ASSET-LIABILITY MANAGEMENT IN BANKING ELECTIVE 3 0 0 5

Offered By

Financial Economics and Banking

Level of Course Unit

Second Cycle Programmes (Master's Degree)

Course Coordinator

PROFESSOR DOCTOR MERT URAL

Offered to

Financial Economics and Banking

Course Objective

To teach asset-liability management which is defined as a set of plans to ensure the targeted profitability ratios through defining, measuring and managing banks increased financial risk with the liberalization of financial markets by a variety of tools and models.

Learning Outcomes of the Course Unit

1   To be able to understand the role of banks in the economy
2   To be able to learn the banks main resources and using of fund
3   To be able to determine risks faced by banks
4   To be able to learn the porcess and plannig of the asset-liability management in the banks
5   To be able to learn and be able to apply the models of the asset-liability management in the banks

Mode of Delivery

Face -to- Face

Prerequisites and Co-requisites

None

Recomended Optional Programme Components

None

Course Contents

Week Subject Description
1 Banking and the historical development
2 The roles of banking in the economy
3 The financial risks that banks encountered
4 Basel capital adequacy regulations
5 Financial instruments and hedging
6 The balance structure of banking sector
7 The concept of asset-liability management and its development (Midterm exam will also be held this week after course hour)
8 Financial Statement Indicators
9 The policies of asset-liability management
10 Static models at asset-liability management
11 Dynamic models at asset-liability management
12 Asset-liability management with securitization and structured credit instruments
13 Applications
14 Applications

Recomended or Required Reading

Main reference book:
Hakan Şakar, Risk Yönetimi Açısından Bankalarda Aktif Pasif Yönetimi, Mida Eğitim Merkezi, Istanbul 2002.
Supplementary references:
Moorad Choudhry, Bank Asset and Liability Management: Strategy Trading Analysis, Wiley Finance, 2007.
Alexandre Adam , Handbook of Asset and Liability Management: From Models to Optimal Return Strategies, The Wiley Finance Series, 2007.
Öztin Akgüç, Banka Yönetimi ve Performans Analizi, Avcıol Basım Yayım, Istanbul 2007.
Stavros Andrea Zenios, W. T. Ziemba, Handbook Of Asset And Liability Management: Theory and Methodology, Wiley Finance, 2006.

Planned Learning Activities and Teaching Methods

To give lectures and solve sample applications on the issue.

Assessment Methods

SORTING NUMBER SHORT CODE LONG CODE FORMULA
1 MTE MIDTERM EXAM
2 STT TERM WORK (SEMESTER)
3 FIN FINAL EXAM
4 FCG FINAL COURSE GRADE MTE * 0.30 + STT * 0.20 + FIN* 0.50
5 RST RESIT
6 FCGR FINAL COURSE GRADE (RESIT) MTE * 0.30 + STT * 0.20 + RST* 0.50


*** Resit Exam is Not Administered in Institutions Where Resit is not Applicable.

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)

mert.ural@deu.edu.tr
3010641

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 15 15
Preparation for final exam 1 20 20
Preparing assignments 1 25 25
Reading 1 15 15
Preparations before/after weekly lectures 14 1 14
Midterm 1 3 3
Final 1 3 3
TOTAL WORKLOAD (hours) 137

Contribution of Learning Outcomes to Programme Outcomes

PO/LOPO.1PO.2PO.3PO.4PO.5PO.6PO.7PO.8PO.9
LO.155555
LO.255555
LO.3555555
LO.4555555
LO.5555555

CONTACT INFORMATION
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Phone: +90(232) 412 12 12 - Fax: +90 (232) 464 81 35

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