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

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.
Basel II White Paper , Paper 4

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

Basel II White Paper , Paper 3

Working Paper
Loss characteristics of commercial real estate loan portfolios

Basel II White Paper , Paper 1

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

Basel II White Paper , Paper 5

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