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Keywords:Basel capital accord 

Working Paper
Potential competitive effects on U.S. bank credit card lending from the proposed bifurcated application of Basel II

This paper analyzes the potential competitive effects of the proposed bifurcated application of Basel II capital regulations in the United States on bank credit card lending activities. For this purpose, the authors consider the Basel II regulations as stated in the June 2004 Basel Committee Framework Agreement. ; Also issued as Payment Cards Center Discussion Paper No. 05-21 ; Superseded by Working Paper 07-09
Working Papers , Paper 05-29

Working Paper
The asset-correlation parameter in Basel II for mortgages on single-family residences

Basel II White Paper , Paper 5

Journal Article
Assessing supervisory scenarios for interest rate risk

A new proposal by the Basel Committee on Banking Supervision for setting the amount of capital banks must hold against potential losses from interest rate risk uses only a few, very stylized scenarios. Analysis shows the proposed scenarios are extremely unlikely to occur. While they may be appropriate for setting bank capital guidelines, they are much less relevant for everyday risk management. Instead, using a modeling framework with a plausible range of interest rate scenarios would be more relevant to help banks manage their interest rate risk.
FRBSF Economic Letter

Report
BASEL III: long-term impact on economic performance and fluctuations

We assess the long-term economic impact of the new regulatory standards (the Basel III reform), answering the following questions: 1) What is the impact of the reform on long-term economic performance? 2) What is the impact of the reform on economic fluctuations? 3) What is the impact of the adoption of countercyclical capital buffers on economic fluctuations? The main results are the following: 1) Each percentage point increase in the capital ratio causes a median 0.09 percent decline in the level of steady-state output, relative to the baseline. The impact of the new liquidity regulation is ...
Staff Reports , Paper 485

Journal Article
Basel II will trickle down to community bankers, consumers

The new banking accord could make survival for some regional and community banks more difficult. On the other hand, consumers could see lower mortgage rates.
The Regional Economist , Issue Apr , Pages 12-13

Speech
More lessons from the crisis

Remarks at the Center for Economic Policy Studies (CEPS) Symposium, Princeton, New Jersey.
Speech , Paper 5

Conference Paper
Basel II competitive implications

Proceedings , Paper 974

Journal Article
Basel II: public input sought on risk-based capital

Financial Update , Volume 19 , Issue Q 4

Speech
Remarks on early intervention and resolution

Transatlantic Corporate Governance Dialogue, Brussels, Belgium.
Speech , Paper 34

Conference Paper
Basel II implementation in the United States

Proceedings , Paper 1043

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