| Lesson Code | Course Name | Class | Credit | Lesson Time | Weekly Lesson Hours (Theoretical) | Weekly Lesson Hours (Practice) | Weekly Class Hours (Laboratory) |
|---|---|---|---|---|---|---|---|
| BTB 4291 | Bank risk management | төртінші курс | 5 | 150 | 1 | 2 | 0 |
The course provides students with the necessary amount of theoretical knowledge and practical skills to assess banking risks using qualitative and quantitative methods of analysis and management decision-making using a risk-based approach. Students acquire knowledge and practical skills in calculating market and operational risks, methods of analyzing the quality of the loan portfolio, practical skills in determining the economic efficiency of active banking operations with a high level of risk..
Group work, blitz questions, problem solving essay, brainstorming.
| 1 | Mechanisms of practical use of risk management tools in the conditions of the Kazakhstan financial market; methods of assessing banking risks in accordance with the requirements of the National Bank of Ukraine; knows the Basel principles of banking risk management |
| 2 | Determines the specificity of banking risks and determines the possibility of using specific methods of reducing the Bank's expenses; determines the factors affecting banking risks; can analyze the values of indicators that describe a certain type of risk. |
| 3 | Acquires practical skills of calculating market and operational risks; learns methods of credit portfolio quality analysis; determines the economic efficiency of active bank operations with a high level of risk. |
| 4 | Makes decisions on elimination of excess risks, can implement established banking risk management strategies. |
| Haftalık Konu | Evaluation Method | |
|---|---|---|
| 1 | Risk as an economic category | |
| 2 | Classification of banking risks | |
| 3 | Risks in banking | |
| 4 | Stages of bank risk management | |
| 5 | Principles of bank risk management | |
| 6 | Credit risk | |
| 7 | Interest rate risk | |
| 8 | Liquidity risk | |
| 9 | Operational risk | |
| 10 | Risk arising from bank employees | |
| 11 | Methods of optimization of banking risks | |
| 12 | Prediction of banking risks | |
| 13 | Assessment of banking risks | |
| 14 | Measures to reduce banking risks |
| PÇ1 | PÇ2 | PÇ3 | PÇ4 | PÇ5 | PÇ6 | PÇ7 | PÇ8 | PÇ9 | PÇ10 |
|---|
| Textbook / Material / Recommended Resources | ||
|---|---|---|
| 1 | A. Aigalina Bank audit Educational and methodological tool Almaty 2020 Turan University http://rmebrk.kz | |
| 2 | S.S. Idris, M.E. Munasipova, A.R. Kalymbetova Banking operations and their accounting: A textbook. / - Turkestan: Turan, 2014. http://rmebrk.kz/ | |
| 3 | Kasenova G.E. Financial risks: textbook /Kazak Universiteti-Almaty, 2020, 264 p. | |
| 4 | Kasenova G.E. Modern financial services of banks: educational allowance / Kazakh University - Almaty, 2021, 264 p. | |
| 5 | Financial risk management: textbook and workshop for Bachelor's and Master's degrees / ed. I. P. Khominich, I. V. Peschanskaya. - M.: Yurayt Publishing House, 2016. - 345 p. |