Basel II Implementation, Chapter 3 - Validation of Internal Risk Rating System, Part 3

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McGraw Hill Professional, Jul 10, 2008 - Business & Economics - 101 pages
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This is a sample chapter from Basel II Implementation, 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.
 

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Contents

Overview
183
Confirmation of the Conceptual Soundness and Initial Risk Quantification of the Design of the IRRS
184
Confirmation of Risk Rating System Operations
200
Annual Examination of the Overall Performance of the Risk Rating System
203
Validation of Mappings between Internal and External Risk Rating Systems
269
Annual Health Check
271
Conclusions
278
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About the author (2008)

Bogie Ozdemir is Director of Standard & Poor's Risk Solution, a Financial Risk Manager with GARP, and a certified Risk Manager.

Peter Miu is Standard & Poor's Consultant for Canadian and Korean Basel II Implementation.

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