Book Details

Paperback: 480 pages
Publisher: McGraw-Hill
Language: English
ISBN-10: 0071591303
ISBN-13: 978-0071591300
Product Dimensions: 1.2 x 7.8 x 9.6 inches

Book Description

Many financial institutions around the world must prove minimum compliance to the Basel II Accord by 2015. For several banks, implementing internal risk rating systems (IRRS) is simply Basel II compliance. However, when carried out with a proper focus on bottom-line growth, this regulation has been shown to enhance a bank’s risk-management practices and competitiveness in the market. Basel II Implementation is an invaluable guide that puts a potent combination of theory and real-world practice at your fingertips.

Written by two of the most globally recognized and sought-after thought leaders in Basel II implementation, this how-to book maps out, step-by-step, implementable solutions that are both academically credible and practical, making them defendable to regulators and executable within the constraints of data, resources, and time. Organized to sequentially follow IRRS development under Basel II, each section of this go-to guide provides:

An introduction to the Basel II concept
A variety of techniques for reaching compliance, based on research conducted by the authors and supported by Standard & Poor’s
Corporate case examples that illustrate implementation in the real world

To complement the holistic approach in Basel II Implementation, which offers end-to-end analysis of various credit risk problems, an accompanying CD-ROM features a wealth of useful spreadsheet templates that will facilitate the efficient and accurate execution of covered techniques.

Stay ahead of the curve with the expert strategies and advice found in Basel II Implementation.

About the Authors

Bogie Ozdemir

Bogie Ozdemir is a vice-president of Sun Life Financial Group, responsible for the enterprise economic capital, operational risk, model vetting, risk analytics, risk policy, and economic scenario generation groups. Previously, he was a vice-president of BMO Financial Group, where he was responsible for economic capital, stress testing, and Basel analytics, and jointly responsible for internal capital adequacy assessment.

Previous to this he was the vice-president of Standard & Poor’s credit risk services group, where he was globally responsible for engineering new products and solutions, and business development and management.

He has co-authored papers published in the Journal of Credit Risk, Journal of Risk Model Validation, Journal of Risk Management in Financial Institutions, and Journal of Financial Intermediation. He has also co-authored two books: Basel II Implementation: A Guide to Developing and Validating a Compliant, Internal Risk Rating System and Adapting to Basel III and the Financial Crisis: Re-engineering Capital, Business Mix, and Performance Management Practices.

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