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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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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
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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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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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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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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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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