miu-ozdemir-research.com
Quantitative Risk Management

Bogie Ozdemir

 

Bogie Ozdemir is Vice President, ICAAP, Economic Capital, Stress Testing, Basel Analytics at The Bank of Montreal.   

Peter Miu

 

Peter Miu is an Associate Professor of Finance at DeGroote School of Business, McMaster University, Canada. He obtained his Ph.D. and MBA in Finance from UofT.

Bogie has worked in different areas of risk management for over 13 years.  Most recently, as a VP in Standard & Poor's Credit Risk Services group.  In that role he was globally responsible for engineering new products and solutions, business development and management.   

Peter has published numerous research papers and advised financial institutions around the globe.  Peter is co-founder and partner of RiskVision, a boutique consulting firm specializing in risk management.

NEW!

NEW!

 Discussion on Counter Cyclical Capital Buffer Proposal

Basel Committee on Banking Supervision, September 10, 2010

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

Internal Risk Rating System Design

 

Implementation & Validation

 

Basel II, III

 

Long-Run PDs

 

Downturn LGDs

Click here to purchase a copy of Bogie & Peter's book: Basel II Implementation from Amazon

Home
Counter Cyclical Capital Buffer Proposal
How Does It Work?
An Example
Increased Procylicality of Minimum Tier 1 Capital – con’t
Increased Procylicality, Other Shortfalls,Q's
Basel II - What Went Wrong
Publications
Research Papers
Discussion Papers
Presentations
About Us
Contact Us
RiskVision Services
About RiskVision
ICAAP Design & Implementation
Stress Testings Offerings
End-to-End Validation