Aydoğan DURMUŞ Ph. D.

Anasayfa I Biography   I    İletişim   I     Linkler     I    Arama

Risk Eğitim

Aşagıda farklı kaynaklardan seçilip bir araya getirilmiş 20MB lık

dokümanlar 100 den fazla materyal arasından seçilmiştir

U.S. banking organizations tarafindan hazirlanan asagidaki
çalışma son derece öğretici ve Basel II sürecini anlamada kolaylık
saglayacak özel bir çalışmadır.Excel calışmaları ve hesaplamaların
nasıl yapıldıgını takip ederseniz tüm hesaplamaların nasıl
uygulandıgını rahat şekilde görme imkanınız olacaktır.

Survey Materials

Survey participants should have the following QIS-4
materials, all of which are available on this web site:

• Introduction to QIS-4 Survey Package (PDF)
• Workbook
  An Excel workbook containing numerous worksheets
  that each survey participant is requested to complete
  in order to quantify the level of credit risk in its various
   wholesale and retail portfolios. One worksheet also requests
   information on the participant's perceived level of
   operational risk.
  Workbook - Final 01/25/2005 (8MB XLS)
  Copy & Paste Macro - Final 01/14/2005 (XLS)
  Summary of workbook changes - updated 01/25/2005 (PDF)
• Instructions for completing the worksheets and Corrections -
   updated 12/27/2004 (PDF)
• A questionnaire that participants should complete to describe
  the procedures used in preparing the quantitative measures.
  Questionnaire (PDF)
  Questionnaire (MS WORD)
• Supervisory Formula Approach (SFA)
  SFA Calculator Instructions (PDF)
  SFA Calculator (4MB XLS)

Frequently Asked Questions (FAQs) - updated 1/24/2005
Note: These questions and answers are intended for QIS-4
 purposes only.

Major Topics of FAQs:

• Wholesale Portfolios
• Retail Portfolios
• Credit Risk Mitigation
• Securitization Exposures
• Equity Exposures
• Operational Risk
• Other

Reference Materials

• BIS Working Groups' background note on LGD quantification
   (December 6, 2004) and U.S. agencies cover note
  (December 22, 2004)
• Proposed guidance for Internal Ratings-Based Systems for Retail
  Credit Risk for Regulatory Capital (October 27, 2004)
• Corrected Formula page 62755 (January 12, 2004)
• Interagency press release on the announcement of International
   Convergence of Capital Measurement and Capital Standards:
  A Revised Framework.(June 26, 2004)
• Draft supervisory guidance on internal ratings-based systems for
   corporate credits and draft supervisory expectations for
  operational risk management. (August 4, 2003)

RiskNews

Mortgage

Basel II

Kredi

Derecelendirme

CDS, CDO ve Securitization

Credit Scoring

Vadeli Islemler ve Opsiyon Piyasalari

Risk Yönetimi

Tahvil ve Bono

Finans Mühendisliği

Risk Sözlügü