Adapting to Basel III and IV : Re-engineering capital, business mix and performance management practices post-crisis - Risk Books
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Adapting to Basel III and IV : Re-engineering capital, business mix and performance management practices post-crisis

By Bogie Ozdemir

Overview

Building on the topics covered in his 2013 book Adapting to Basel III and the Financial Crisis, Bogie Ozdemir takes a fresh look at post-crisis regulations and how banks and insurance companies can tackle these challenges head-on.


 


The financial crisis that began in 2007 led to a sea-change in the regulation of the banking and insurance sectors. The impact of the economic environment and the regulatory changes on financial institutions is unprecedented.  In response to the deficiencies in financial regulation revealed by this crisis, the Basel Committee on Banking Regulation set their global regulatory standards for banks in stone in the form of the Basel III guidelines. In addition, the new standard on capital reserves for banks (so-called ‘Basel IV’) is now just around the corner.

Insurance companies, more and more regulated like banks, face Basel III, are (or will be) implementing Solvency II in one form or another, as well as IRFS II.  Both banks and Insurance companies are already experiencing an increase in required capital, a decrease in available capital, increased procyclicality of capital and volatility of income in a highly fragile economic environment. 


 

Publish date: 31 Mar 2017

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Adapting to Basel III and IV : Re-engineering capital, business mix and performance management practices post-crisis
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Book description

As a result of Basel III and IV, and Solvency II, all financial institutions will have to re-think their business planning and strategic management practices whilst also trying to meet their income needs.  Adapting to Basel III and IV examines how the financial sector is tackling these challenges, drawing on a variety of examples from the banking and insurance industries.


Bogie Ozdemir provides a balanced combination of both hands-on experience and theoretical reasoning. The author demonstrates how best to implement these regulations on a practical level, explaining the organisational (re)alignments to ensure that the necessary changes are made. 

The book equips the reader with the tools to enhance their capital management and business mix optimisation processes in order to cope with the rigors of the new regulatory landscape, with key topics including:

•    The evolution of economic capital measurement and management
•    Current practices and their shortcoming
•    Integrated capital management
•    Procyclicality management

•   Capital optimization and business mix management

•    Managing interest rate risk in the banking book

•    Performance management and hurdle rate

•    Organisational (re)alignment


Adapting to Basel III and IV is aimed at all risk and capital management practitioners in banks and insurance companies, as well as national and international regulators of financial institutions and Basel III and IV, and Solvency II implementing practitioners.

Book details

ISBN
9781782723356 / 9781782723387
Publish date
31 Mar 2017
Format
Size
230mm x 280mm

Author biography

Bogie Ozdemir

Bogie Ozdemir is the 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. Until recently, he was the Vice President of BMO Financial Group where he was responsible for Economic Capital, Stress Testing, and Basel Analytics, and jointly responsible for ICAAP.  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 many papers such as “Practical and Theoretical Challenges in Validating Basel Parameters: Key Learnings from the Experience of a Canadian Bank” and “Basel Requirement of Downturn LGD: Modeling and Estimating PD & LGD Correlations” both published in the Journal of Credit Risk, “Estimating and Validating Long-Run Probability of Default with respect to Basel II Requirements”, published in the Journal of Risk Model Validation in 2008, and more recently “Information asymmetry and bank regulation: Can the spread of debt contracts be explained by recovery rates?”, published in the Journal of Financial Intermediation in 2012. In 2008, Bogie also co-authored a book titled Basel II Implementation: A Guide to Developing and Validating a Compliant, Internal Risk Rating System.

Table of contents

Introduction

1 Environmental Forces: Economic Instability, Low Interest Rates, Change in Demographics, Continuing Regulatory Changes and Digital Evolution

2 Current Practices and their Shortcomings in Risk, Capital, Business-mix and Performance Management

3 Evolution of Economic Capital Measurement and Management

4 Integrated Capital Management: ICAAP and ORSA

5 Procyclicality Management: Developing a Coherent Risk

Framework for Risk Management, Capital Management, Stress Testing and IFRS 9 Purposes

6 Capital Optimisation and Business-mix Management

7 Performance, Profitability Management and Hurdle Rate

8 Optimal Management of the Interest Rate Risk in the Banking Book

9 Prudent LGD Estimation for Mortgages

10 Developing and Implementing Effective Fintech Strategies

11 Implementing IFRS 9 by Adapting AIRB Models

12 Organisational (Re)alignment

 

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