Similar Search Results

Basel II implementation : a guide to developing and validating a compliant, internal risk rating system

Ozdemir, Bogie; Miu, Peter - 2009

Persistent link: https://www.econbiz.de/10004925227

Can Basel III work? : examining the new capital stability rules by the Basel Committee ; a theoretical and empirical study of capital buffers

Miu, Peter; Ozdemir, Bogie; Giesinger, Michael - In: Journal / The Capco Institute : journal of financial … 29 (2010), pp. 31-42

Persistent link: https://www.econbiz.de/10009895936

Stress-testing probability of default and migration rate with respect to Basel II requirements

Miu, Peter; Ozdemir, Bogie - In: The journal of risk model validation 3 (2009/10) 4, pp. 3-38

Persistent link: https://www.econbiz.de/10009911485

Value optimisation in a regulatory constrained regime : a new look at risk vs return optimisation

Miu, Peter; Ozdemir, Bogie; Giesinger, Michael - In: Journal of risk management in financial institutions 5 (2011/12) 1, pp. 10-35

Persistent link: https://www.econbiz.de/10009883710

Adapting Basel's A-IRB Models for IFRS 9 Purposes

Miu, Peter - 2016

Banks around the globe are implementing IFRS 9 which is a considerable effort. A key element of IFRS 9 is a forward-looking “expected loss” impairment model, which is a significant shift from the current incurred loss model. In this paper, we examine how we may use A-IRB models in the...

Persistent link: https://www.econbiz.de/10012985733

Information asymmetry and bank regulation : can the spread of debt contracts be explained by recovery rates?

Liu, Wenchien; Miu, Peter; Chang, Yuanchen; Ozdemir, Bogie - In: Journal of financial intermediation 21 (2012) 1, pp. 123-150

Persistent link: https://www.econbiz.de/10009427178

Stress-testing probability of default and migration rate with respect to Basel II requirements

Miu, Peter; Ozdemir, Bogie - In: The journal of risk model validation 3 (2009/10) 4, pp. 3-38

Persistent link: https://www.econbiz.de/10009262130

Value optimisation in a regulatory constrained regime : a new look at risk vs return optimisation

Miu, Peter; Ozdemir, Bogie; Giesinger, Michael - In: Journal of risk management in financial institutions 5 (2011/12) 1, pp. 10-35

Persistent link: https://www.econbiz.de/10009503120

Can Basel III work? : examining the new capital stability rules by the Basel Committee ; a theoretical and empirical study of capital buffers

Miu, Peter; Ozdemir, Bogie; Giesinger, Michael - In: Journal / The Capco Institute : journal of financial … 29 (2010), pp. 31-42

Persistent link: https://www.econbiz.de/10008938271

Basel II implementation : a guide to developing and validating a compliant, internal risk rating system

Ozdemir, Bogie; Miu, Peter - 2009

Persistent link: https://www.econbiz.de/10003726808