Risk-based capital requirements for mortgage loans-Reference-Cited by-同舟云学术

Risk-based capital requirements for mortgage loans

Published:2004-03 Issue:3 Volume:28 Page:647-672
ISSN:0378-4266
Container-title:Journal of Banking & Finance
language:en
Short-container-title:Journal of Banking & Finance

Author:

Calem Paul S.,LaCour-Little Michael

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference16 articles.

1. Prepayment performance of adjustable rate mortgages subject to initial year discounts: Some new evidence;Ambrose;Real Estate Economics,2001

2. Risk-based capital and deposit insurance reform;Avery;Journal of Banking and Finance,1991

3. Basel Committee on Banking Supervision, 2001. Potential Modifications to the Committee’s Proposals. Bank for International Settlements, Basel, Switzerland (November)

4. Calem, P.S., LaCour-Little, M., 2001. Risk-based capital requirements for mortgage loans. Board of Governors of the Federal Reserve, Finance and Economics Discussion Series 2001–060

5. Credit risk in private debt portfolios;Carey;Journal of Finance,1998

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