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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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Stress-Testing Probability of Default and Migration Rate with Respect to Basel II Requirements
Miu, Peter - 2009
Basel II implementation requires the estimations of probability of default (PD) and migration rate under hypothetical or historically observed stress scenarios. Typically, financial institutions first forecast selected macroeconomic variables under these stress scenarios and then estimate the...
Persistent link: https://www.econbiz.de/10012718459