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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

Managing differences in economic and regulatory capital : an examination of return of equity (ROE) maximising strategies

Ozdemir, Bogie; Cubukgil, Evren - In: Journal of risk management in financial institutions 7 (2014) 4, pp. 328-344

Persistent link: https://www.econbiz.de/10011346972

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

Can Basel III Work? Examining the New Capital Stability Rules by the Basel Committee : A Theoretical and Empirical Study of Capital Buffers

Miu, Peter - 2010

In the aftermath of the financial crisis, to reinforce the stability of the financial system, policy makers and the Basel Committee have developed proposals to ensure that financial institutions maintain sufficient capital buffers. The December proposal by the Basel Committee outlines...

Persistent link: https://www.econbiz.de/10013147564

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

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