Basel II Implementation: A Guide to Developing and Validating a Compliant, Internal Risk Rating System

Ozdemir, Bogie; Miu, Peter

ISBN 10: 0071591303 / ISBN 13: 9780071591300

Published by McGraw-Hill Education, 2008

About this Item

Hardcover with dust jacket. Has some spots on the edge of the text block and an owner name on the front endpaper; no other markings. Includes sealed CD. Ships in a box. Fast shipping from NYC!

Seller Inventory # 1109201821

Bibliographic Details

• Title: Basel II Implementation: A Guide to Developing and Validating a Compliant, Internal Risk Rating System
• Publisher: McGraw-Hill Education
• Publication Date: 2008
• Language: English
• ISBN 10: 0071591303
• ISBN 13: 9780071591300
• Binding: Hardcover
• Condition: Good
• Dust Jacket Condition: Very Good
• Weight: 30 ounces

About this title

Synopsis

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 Author

Bogie Ozdemir is a Vice President in Standard & Poor's Risk Solutions. He has worked in different areas of risk management for more than ten years, most recently as a senior director in the Risk Analytics group of the Bank of Montreal. He has published numerous articles in The Journal of Credit Risk.

Peter Miu is an Associate Professor of Finance and teaches financial institutions at DeGroote School of Business, McMaster University (Canada). He is also a consultant to Standard & Poor's Risk Solutions, where he advises financial institutions and financial regulators globally on the implementation of Basel II.