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~institution:"Federal Reserve Board (Board of Governors of the Federal Reserve System)"
~institution:"MRC - Consultants and Transaction Advisers S.L"
~institution:"National Bureau of Economic Research"
~isPartOf:"Basel II White Paper"
~subject:"Mortgages"
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MRC - Consultants and Transaction Advisers S.L
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The asset-correlation parameter in Basel II for mortgages on single-family residences
Calem, Paul S.
;
Follain, James R.
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Federal Reserve Board (Board of Governors of the …
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2003
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