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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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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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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
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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. 123-151
Persistent link: https://www.econbiz.de/10009819831