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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
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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
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Determining hurdle rate and capital allocation in credit portfolio management
Miu, Peter; Ozdemir, Bogie; Cubukgil, Evren; Giesinger, … - In: Journal of financial services research : JFSR 50 (2016) 2, pp. 243-273
Persistent link: https://www.econbiz.de/10011667855
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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
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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
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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
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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
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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
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Adapting the Basel II advanced internal-ratings-based models for International Financial Reporting Standard 9
Miu, Peter; Ozdemir, Bogie - In: The journal of credit risk : published quarterly by … 13 (2017) 2, pp. 53-83
Persistent link: https://www.econbiz.de/10011777684
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A coherent economic framework to model correlations between PD, LGD and EaD, and its applications in EaD modelling and IFRS-9
Miu, Peter; Ozdemir, Bogie - In: Journal of risk management in financial institutions 16 (2022/2023) 1, pp. 52-78
Persistent link: https://www.econbiz.de/10014293052