Basel II White Paper

From Board of Governors of the Federal Reserve System (U.S.)
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5: The asset-correlation parameter in Basel II for mortgages on single-family residences

Paul S. Calem and James R. Follain

4: The potential impact of explicit Basel II operational risk capital charges on the competitive environment of processing banks in the United States

Scott Chu, Patrick de Fontnouvelle, Victoria Garrity and Eric Rosengren

3: An analysis of the potential competitive impacts of Basel II capital standards on U.S. mortgage rates and mortgage securitization

Diana Hancock, Andreas Lehnert, Wayne Passmore and Shane Sherlund

2: Treatment of double-default and double-recovery effects for hedged exposures under pillar I of the proposed New Basel Capital Accord

Norah Barger and Erik Heitfield

1: Loss characteristics of commercial real estate loan portfolios

Bradford Case