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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

Adapting to Basel III and IV : re-engineering capital, business mix and performance management practices post-crisis

Ozdemir, Bogie - 2017 - Second edition

Persistent link: https://www.econbiz.de/10011782739

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

Frontloading ESG risks and benefits into the capital charge to incentivise green financing

Ozdemir, Bogie - In: Journal of risk management in financial institutions 16 (2023) 4, pp. 427-448

Persistent link: https://www.econbiz.de/10014441051

A strategy road map for small and medium-sized banks from a Canadian perspective : transformation from start-up to mid-size and beyond

Ozdemir, Bogie - In: Journal of risk management in financial institutions 15 (2021/2022) 3, pp. 220-244

Persistent link: https://www.econbiz.de/10013387233

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

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 US from 1962 to 2007, we find that recovery rate is reflected in the spread at issuance, and that...

Persistent link: https://www.econbiz.de/10010688286

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

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

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

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