skip to main navigation skip to secondary navigation skip to content
Board of Governors of the Federal Reserve System
skip to content

Basel Regulatory Capital Framework

Basel II – Implementation

White Papers and Other Background Documents:


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 (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 (PDF)

June 2003
Loss Characteristics of Commercial Real Estate Loan Portfolios (PDF)

June 2003
Treatment of Double-Default and Double-Recovery Effects for Hedged Exposures under Pillar I of the Proposed New Basel Capital Accord (PDF)

Back to section top


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 (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 (PDF)

Back to section top

Last update: March 22, 2013

Back to Top