The asset-correlation parameter in Basel II for mortgages on single-family residences
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- Douglas W. Diamond & Raghuram G. Rajan, 1999.
"A Theory of Bank Capital,"
NBER Working Papers
7431, National Bureau of Economic Research, Inc.
- Allen N. Berger & Richard J. Herring & Giorgio P. Szegö, 1995.
"The Role of Capital in Financial Institutions,"
Center for Financial Institutions Working Papers
95-01, Wharton School Center for Financial Institutions, University of Pennsylvania.
- Myron L. Kwast & Wayne Passmore, 1998. "The subsidy provided by the federal safety net: theory and measurement," Proceedings, Federal Reserve Bank of San Francisco, issue Sep, pages -.
- Donald P. Morgan, 2002. "Rating Banks: Risk and Uncertainty in an Opaque Industry," American Economic Review, American Economic Association, vol. 92(4), pages 874-888, September.
- Yair E. Orgler & Robert A. Taggart, Jr., 1981. "Implications of Corporate Capital Structure Theory for Banking Institutions," NBER Working Papers 0737, National Bureau of Economic Research, Inc.
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