.
Ozdemir, Bogie's
Scholarly Papers
Click on the title of any column to sort the table by that
column.
Aggregate Statistics
Total 5,630
Total Citations 10
1.
Miu, Peter McMaster University - DeGroote School of Business
Ozdemir, Bogie Standard & Poor's
Giesinger, Michael Bank of Montreal
3,253(1,174)
Basel II, Basel III, Pillar I, Pillar II, Capital Buffers, Internal Capital Adequacy Assessment Process (ICAAP), Capital Adequacy, Risk Appetite, Procyclicality, Risk Capital, Available Capital, Conditional and Unconditional Value-at-Risk (VaR), Tier 1 Capital Adequacy Ratio
2.
Miu, Peter McMaster University - DeGroote School of Business
Ozdemir, Bogie Standard & Poor's
1,209(6,718)
3
Basel II, Long-Run Probability of Default, Asset Correlation, Stress Condition, Validation, Confidence Interval, Hypothesis Test
3.
Miu, Peter McMaster University - DeGroote School of Business
Ozdemir, Bogie Standard & Poor's
634(18,436)
2
Basel II, Stress Testing, Correlation, Probability of Default and Transition,
4.
Brady, Brooks Standard & Poor's Risk Solutions
Chang, Peter Standard & Poor's - Quantitative Analytics
Miu, Peter McMaster University - DeGroote School of Business
Ozdemir, Bogie Standard & Poor's
Schwartz, David C. Federal Reserve Banks - Federal Reserve Bank of Richmond
Posted:
08 Jun 06
Last Revised:
28 Oct 07
534(23,315)
5
Basel II, Loss Given Default, Recovery Risk, Risk Premium, Discount Rate, Workout Recovery, Defaulted Bonds and Loans
5.
Liu, Wenchien Chung Yuan Christian University - Department of Finance
Miu, Peter McMaster University - DeGroote School of Business
Chang, Yuanchen National Chengchi University - College of Commerce
Ozdemir, Bogie Standard & Poor's
Recovery rate, Information asymmetry, Bank regulation, Corporate governance, Credit rating, Glass-Steagall Act, Financial Modernization Act
6.
Miu, Peter McMaster University - DeGroote School of Business
Ozdemir, Bogie Standard & Poor's
Basel II, correlation, probability of default, downturn loss given default, economic capital, Point-in-Time, Through-the-Cycle, credit risk models, calibrations, simulations
7.
Miu, Peter McMaster University - DeGroote School of Business
Ozdemir, Bogie Standard & Poor's
Canadian bank, Basel, back-testing, point-in-time, through-the-cycle, PD, TTC, PIT
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