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An analysis of the potential competitive impacts of Basel II capital standards on U.S. mortgage rates and mortgage securitization Author info | Abstract | Publisher info | Download info | Related research | Statistics Diana Hancock
Andreas Lehnert
Wayne Passmore
Shane M. Sherlund
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Paper provided by Board of Governors of the Federal Reserve System (U.S.) in its series Basel II White Paper with number
4.
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Date of creation: 2005Date of revision:
Handle: RePEc:fip:fedgwp:4Contact details of provider: Postal: 20th Street and Constitution Avenue, NW, Washington, DC 20551 Web page: http://www.federalreserve.gov/ More information through EDIRC
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Keywords: Bank capital - Law and legislation ; Mortgages ; Mortgage-backed securities ; Other versions of this item:
This paper has been announced in the following NEP Reports :
References listed on IDEAS Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.: Marsha J. Courchane & Brian J. Surette & Peter M. Zorn, 2004.
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Paul S. Calem & James R. Follain, 2003.
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John L. Goodman, Jr. & S. Wayne Passmore, 1992.
"Market power and the pricing of mortgage securitization ,"
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Duca, John V & Rosenthal, Stuart S, 1994.
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Myers, Stewart C. & Majluf, Nicholas S., 1984.
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Stephen A. Rhoades, 1992.
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Federal Reserve Bulletin ,
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"Analysis Of FHA Single-Family Default And Loss Rates ,"
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Barakova, Irina & Bostic, Raphael W. & Calem, Paul S. & Wachter, Susan M., 2003.
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Other versions: Passmore, Wayne & Sparks, Roger, 1996.
"Putting the Squeeze on a Market for Lemons: Government-Sponsored Mortgage Securitization ,"
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Glenn B. Canner & Wayne Passmore & Brian J. Surette, 1996.
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"Loan pricing under Basel capital requirements ,"
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"Emerging problems with the Basel Capital Accord: Regulatory capital arbitrage and related issues ,"
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Allen N. Berger, 2004.
"Potential competitive effects of Basel II on banks in SME credit markets in the United States ,"
Finance and Economics Discussion Series
2004-12, Board of Governors of the Federal Reserve System (U.S.).
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Other versions: Calem, Paul S. & LaCour-Little, Michael, 2004.
"Risk-based capital requirements for mortgage loans ,"
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Stiglitz, Joseph E & Weiss, Andrew, 1981.
"Credit Rationing in Markets with Imperfect Information ,"
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W. Scott Frame & Lawrence J. White, 2004.
"Emerging competition and risk-taking incentives at Fannie Mae and Freddie Mac ,"
Proceedings ,
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W. Scott Frame & Lawrence J. White, 2004.
"Emerging competition and risk-taking incentives at Fannie Mae and Freddie Mac ,"
Working Paper
2004-4, Federal Reserve Bank of Atlanta.
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Mingo, John J., 2000.
"Policy implications of the Federal Reserve study of credit risk models at major US banking institutions ,"
Journal of Banking & Finance ,
Elsevier, vol. 24(1-2), pages 15-33, January.
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Robert B. Avery & Paul S. Calem & Glenn B. Canner, 2004.
"Credit report accuracy and access to credit ,"
Federal Reserve Bulletin ,
Board of Governors of the Federal Reserve System (U.S.), issue Sum, pages 297-322.
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Wendy Edelberg, 2003.
"Risk-based pricing of interest rates in household loan markets ,"
Finance and Economics Discussion Series
2003-62, Board of Governors of the Federal Reserve System (U.S.).
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Stephen A. Rhoades, 1992.
"Evidence on the size of banking markets from mortgage loan rates in twenty cities ,"
Staff Studies
162, Board of Governors of the Federal Reserve System (U.S.).
Berger, Allen N, 1995.
"The Relationship between Capital and Earnings in Banking ,"
Journal of Money, Credit and Banking ,
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Other versions: Lawrence J. White & W. Scott Frame, 2004.
"Emerging Competition and Risk-Taking Incentives at Fannie Mae and Freddie Mac ,"
Working Papers
04-02, New York University, Leonard N. Stern School of Business, Department of Economics.
[Downloadable!]
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references Cited by : (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)
W. Scott Frame & Diana Hancock & Wayne Passmore, 2007.
"Federal Home Loan Bank advances and commercial bank portfolio composition ,"
Finance and Economics Discussion Series
2007-31, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Yener Altunbas & Leonardo Gambacorta & David Marqués, 2007.
"Securitisation and the bank lending channel ,"
Working Paper Series
838, European Central Bank.
[Downloadable!]
Other versions: Mark J. Flannery, 2006.
"Supervising bank safety and soundness: some open issues ,"
Proceedings ,
Federal Reserve Bank of San Francisco.
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Other versions: W. Scott Frame & Diana Hancock & Wayne Passmore, 2007.
"Federal Home Loan Bank advances and commercial bank portfolio composition ,"
Working Paper
2007-17, Federal Reserve Bank of Atlanta.
[Downloadable!]
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