Bogie Ozdemir

Bogie Ozdemir, Risk Vision Inc., is a Financial Services Risk Management senior executive, consultant and researcher. He has extensive experience both as a practitioner and a consultant, having worked in the Canadian banking, insurance, and credit union industries. Until recently, he held the CRO and EVP position at CWB, and previously held senior risk leadership roles in Bank of Montreal, Sun Life Financial, and Standard and Poor’s. While at CWB, Bogie developed an advanced risk function and led the bank’s capital transformation with AIRB, IFRS9 implementation, stress testing, economic capital, ICAAP, and served as a member of the executive team.

As a thought leader and innovator in risk and capital management, Bogie authored and co-authored three books on Basel implementation, Capital and Business Mix Optimization, and Risk Strategy, and published 20+ research articles in peer reviewed risk magazines. His areas of expertise include Strategic Risk Management, Capital Management, ICAAP/ORSA, Stress Testing, Model Development, IFRS-9, and Basel.

Bogie has extensive global experience working as a consultant with S&P’s Risk Solutions based in New York, but also covering Asia, Europe, and South America.

Book contributions by Bogie Ozdemir

Adapting to Basel III and IV

By Bogie Ozdemir

ORSA: Design and Implementation

By Bogie Ozdemir

Articles by Bogie Ozdemir

Original research

A prudent loss given default estimation for mortgages. II

This paper introduces a prudent methodology to accurately estimates loss given default for mortgage portfolios and to stress test those portfolios effectively.

07 Oct 2021

Original research

Adapting the Basel II advanced internal-ratings-based models for International Financial Reporting Standard 9

This paper examines how we may use A-IRB models in the estimation of expected credit losses for IFRS 9 purposes.

22 Jun 2017

Original research

A prudent loss given default estimation for mortgages

The author of this paper proposes a prudent methodology to correct for potential biases in LGD estimations due to historical price appreciations, appraisal biases and wear-and-tear or potential damage to the house.

16 Nov 2016

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