Working Paper
The asset-correlation parameter in Basel II for mortgages on single-family residences
Keywords: Bank capital; Risk management; Basel capital accord; Mortgages;
Access Documents
File(s): File format is application/pdf http://www.federalreserve.gov/generalinfo/basel2/docs2003/asset-correlation.pdf
Authors
Bibliographic Information
Provider: Board of Governors of the Federal Reserve System (U.S.)
Part of Series: Basel II White Paper
Publication Date: 2003
Number: 5