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Quantitative Risk Research

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Quantitative Risk Research Home

http://www.miu-ozdemir-research.com/index.html

Bogie Ozdemir is Vice President, ICAAP, Economic Capital, Stress Testing, Basel Analytics at The Bank of Montreal. 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. Peter has published numerous research papers and advised financial institutions around the globe. Peter is co-founder and partner of. Basel II, III.

2

Quantitative Risk Research RV Services - End-to-End Validation

http://www.miu-ozdemir-research.com/rv_services_end_to_e.html

Counter Cyclical Capital Buffer Proposal. How Does It Work? Increased Procylicality of Minimum Tier 1 Capital con’t. Increased Procylicality, Other Shortfalls,Q's. Basel II - What Went Wrong. ICAAP Design and Implementation.

3

Quantitative Risk Research Presentations

http://www.miu-ozdemir-research.com/presentations.html

Recent Research in Basel, GARP 2007. Presented by Bogie Ozdemir February 27, 2007. Basel II Validation Webinar: Estimation of LGD and Long-Run Probability of Default. Presented by Bogie Ozdemir and Peter Miu April 1, 2008. Basel II Validation From a Global Perspective: Stories from the Frontline. Presented by Rocky Ieraci, Bogie Ozdemir, and Paul Waterhouse January 30, 2008. Designing a Comprehensive ICAAP and Capital Management Under Basel II/Pillar II. Presented by Bogie Ozdemir March 24, 2009.

4

Quantitative Risk Research Discussion Papers

http://www.miu-ozdemir-research.com/discussion_papers.html

Loss Given Default: A Major Factor in Bank Preparations for Basel II. Commentary Report, Bogie Ozdemir, March 23, 2007. Validating Internal Rating Systems, The Move from Basel II to Continuous Improvement. Bogie Ozdemir, December 2008 - January 2009, The RMA Journal. Implications for Capital Management under Pillar II. April 2, 2008 expert from "Basel II Implementation", Bogie Ozdemir and Peter Miu. Counter Cyclical Capital Buffer Proposal. How Does It Work? Increased Procylicality, Other Shortfalls,Q's.

5

Quantitative Risk Research Capital ($) Throughout a Cycle

http://www.miu-ozdemir-research.com/capital_throughout_a.html

Capital ($) Throughout a Cycle. Or - Capital ($) Throughout a Cycle. Of Minimum Tier 1 Capital. Counter Cyclical Capital Buffer Proposal. How Does It Work? Increased Procylicality of Minimum Tier 1 Capital con’t. Increased Procylicality, Other Shortfalls,Q's. Basel II - What Went Wrong. ICAAP Design and Implementation.

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Quantitative Risk Research Home

Bogie Ozdemir is Vice President, ICAAP, Economic Capital, Stress Testing, Basel Analytics at The Bank of Montreal. 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. Peter has published numerous research papers and advised financial institutions around the globe. Peter is co-founder and partner of. Basel II, III.

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Quantitative Risk Research Home

Bogie Ozdemir is Vice President, ICAAP, Economic Capital, Stress Testing, Basel Analytics at The Bank of Montreal. 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. Peter has published numerous research papers and advised financial institutions around the globe. Peter is co-founder and partner of. Basel II, III.

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