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Loss characteristics of commercial real estate loan portfolios

Author

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  • Bradford Case

Abstract

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Suggested Citation

  • Bradford Case, 2003. "Loss characteristics of commercial real estate loan portfolios," Basel II White Paper 1, Board of Governors of the Federal Reserve System (U.S.).
    • Handle: RePEc:fip:fedgwp:1
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    File URL: http://www.federalreserve.gov/generalinfo/basel2/docs2003/cre_060903.pdf
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    File URL: https://core.ac.uk/download/pdf/6608783.pdf
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    Cited by:

    1. Jose Lopez, 2009. "Empirical analysis of the average asset correlation for real estate investment trusts," Quantitative Finance, Taylor & Francis Journals, vol. 9(2), pages 217-229.
    2. Beate Monika Philipps, 2021. "Commercial Real Estate Loans - Categorization of an Investment Segment," European Journal of Business Science and Technology, Mendel University in Brno, Faculty of Business and Economics, vol. 7(1), pages 5-26.

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