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Series:Basel II White Paper  Bank:Board of Governors of the Federal Reserve System (U.S.) 

Working Paper
An analysis of the potential competitive impacts of Basel II capital standards on U.S. mortgage rates and mortgage securitization
AUTHORS: Lehnert, Andreas; Passmore, Wayne; Sherlund, Shane M.; Hancock, Diana
DATE: 2005

Working Paper
Loss characteristics of commercial real estate loan portfolios
AUTHORS: Case, Bradford
DATE: 2003

Working Paper
The asset-correlation parameter in Basel II for mortgages on single-family residences
AUTHORS: Follain, James R.; Calem, Paul S.
DATE: 2003

Working Paper
The potential impact of explicit Basel II operational risk capital charges on the competitive environment of processing banks in the United States
Basel II replaces Basel I?s implicit capital charge on operational risk with an explicit charge. Certain U.S. banks concentrated in processing-related business lines ? which have significant operational risk ? could thus face an increase in overall minimum regulatory capital requirements. Some have argued that, as a result, these so-called ?processing banks? would be disadvantaged vis--vis competitors not subject to regulatory capital requirements for operational risk. This paper evaluates these concerns.
AUTHORS: de Fontnouvelle, Patrick; Garrity, Victoria; Chu, Scott; Rosengren, Eric S.
DATE: 2005

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