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A prudent loss given default estimation for mortgages

Ozdemir, Bogie - In: The journal of risk model validation 10 (2016) 4, pp. 39-54

Persistent link: https://www.econbiz.de/10011587711

Evolution of risk management from risk compliance to strategic risk management : from Basel I to Basel II, III and IFRS 9

Ozdemir, Bogie - In: Journal of risk management in financial institutions 11 (2017/2018) 1, pp. 76-85

Persistent link: https://www.econbiz.de/10011861024

The blind spot in residential mortgages : increasing default option value in the face of declining house prices

Ozdemir, Bogie - In: Journal of risk management in financial institutions 17 (2024) 3, pp. 258-285

Persistent link: https://www.econbiz.de/10014632938

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

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

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

Can Basel 4 work? : what can go wrong? : an examination of the new Basel proposals

Ozdemir, Bogie; Sudarsana, Gokul; Giesinger, Michael - In: Journal of risk management in financial institutions 8 (2015) 3, pp. 244-263

Persistent link: https://www.econbiz.de/10011443584

Information Asymmetry and Bank Regulation : Can the Spread of Debt Contracts be Explained by Recovery Rates?

Liu, Wenchien - 2011

We investigate whether the spread of corporate debt contacts can be explained by their ultimate recovery rates. Using the actual realized recovery rates of defaulted debt instruments issued in the U.S. from 1962 to 2007, we find that recovery rate is reflected in the spread at issuance, and that...

Persistent link: https://www.econbiz.de/10013118870

A prudent loss given default estimation for mortgages. II

Ozdemir, Bogie; Huang, Emma - In: The journal of risk model validation 15 (2021) 4, pp. 1-27

Persistent link: https://www.econbiz.de/10013173359

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