Working Paper
Treatment of double-default and double-recovery effects for hedged exposures under pillar I of the proposed New Basel Capital Accord
Heitfield, Erik; Barger, Norah (2003)
Basel II White Paper , Paper 2

Working Paper
The potential impact of explicit Basel II operational risk capital charges on the competitive environment of processing banks in the United States
Rosengren, Eric; de Fontnouvelle, Patrick; Garrity, Victoria; Chu, Scott (2005)
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
Loss characteristics of commercial real estate loan portfolios
Case, Bradford (2003)
Basel II White Paper , Paper 1

Working Paper
An analysis of the potential competitive impacts of Basel II capital standards on U.S. mortgage rates and mortgage securitization
Hancock, Diana; Sherlund, Shane M.; Passmore, Wayne; Lehnert, Andreas (2005)
Basel II White Paper , Paper 3

Working Paper
The asset-correlation parameter in Basel II for mortgages on single-family residences
Calem, Paul S.; Follain, James R. (2003)
Basel II White Paper , Paper 5