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Basel II Capital Accord, Basel I Initiatives, and Other Basel-Related Matters

U.S. Implementation of the Basel Accords
Basel Committee Documents
Conferences, Speeches, and Testimony
White Papers and Other Related Documents
White Papers and Other Background Documents
Basel II – Implementation  |  Basel II – Operational Risk
Basel II – Implementation
April 2005
An Analysis of the Potential Competitive Impacts of Basel II Capital Standards on U.S. Mortgage Rates and Mortgage Securitization (3.1 MB PDF)
January 2005
The Potential Impact of Explicit Basel II Operational Risk Capital Charges on the Competitive Environment of Processing Banks in the United States (206 KB PDF)
June 2004
Implications of Alternative Operational Risk Modeling Techniques (361 KB PDF)
February 2004
Potential Competitive Effects of Basel II on Banks in SME Credit Markets in the United States
February 2004
Will the Proposed Application of Basel II in the United States Encourage Increased Bank Merger Activity? Evidence from Past Merger Activity
October 2003
The Asset-Correlation Parameter in Basel II for Mortgages on Single-Family Residences (253 KB PDF)
June 2003
Loss Characteristics of Commercial Real Estate Loan Portfolios (239 KB PDF)
June 2003
Treatment of Double-Default and Double-Recovery Effects for Hedged Exposures under Pillar I of the Proposed New Basel Capital Accord (136 KB PDF)
Basel II – Operational Risk
July 2006
A Tale of Tails:  An Empirical Analysis of Loss Distribution Models for Estimating Operational Risk Capital
May 2005
Results of the 2004 Loss Data Collection Exercise for Operational Risk (247 KB PDF)
January 2005
The Potential Impact of Explicit Basel II Operational Risk Capital Charges on the Competitive Environment of Processing Banks in the United States (324 KB PDF)

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Basel II Capital Accord, Basel I Initiatives, and Other Basel-Related Matters
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Last update: January 23, 2008