The asset-correlation parameter in Basel II for mortgages on single-family residences
| Year of publication: |
2003
|
|---|---|
| Authors: | Calem, Paul S. ; Follain, James R. |
| Institutions: | Federal Reserve Board (Board of Governors of the Federal Reserve System) |
| Subject: | Bank capital | Risk management | Basel capital accord | Mortgages |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Number 5 |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005360706