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Fed in Print
All Title Author Abstract
Bank Series Content Type Author JEL Classification

Working Paper

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


Access Documents

File(s): File format is application/pdf http://www.federalreserve.gov/generalinfo/basel2/docs2003/asset-correlation.pdf

File(s): https://core.ac.uk/download/pdf/6227724.pdf

Authors

Bibliographic Information

Provider: Board of Governors of the Federal Reserve System (U.S.)

Part of Series: Basel II White Paper

Publication Date: 2003

Number: 5