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Volumn 28, Issue 3, 2004, Pages 647-672

Risk-based capital requirements for mortgage loans

Author keywords

Capital; Credit risk; Mortgage

Indexed keywords


EID: 0347759886     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4266(03)00039-6     Document Type: Article
Times cited : (110)

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    • Risk-based capital requirements for mortgage loans
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    • 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
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    • Carey, M.1
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    • Unifying models of severity on defaulted mortgages
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    • (2001)
    • De Franco, R.1
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    • A comparative anatomy of credit risk models
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    • Emerging problems with the basel capital accord: Regulatory capital arbitrage and related issues
    • Jones D. Emerging problems with the basel capital accord: Regulatory capital arbitrage and related issues Journal of Banking and Finance 24 2000 35-58
    • (2000) Journal of Banking and Finance , vol.24 , pp. 35-58
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    • OFHEO, OFHEO's Final Risk-Based Capital Regulation, July 19, 2001. Available at www.ofheo.gov
    • OFHEO, 2001. OFHEO's Final Risk-Based Capital Regulation, July 19, 2001. Available at www.ofheo.gov
    • (2001)
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    • Defaults on mortgage obligations and capital requirements for U.S. savings institutions
    • Quigley J.M. Van Order R. Defaults on mortgage obligations and capital requirements for U.S. savings institutions Journal of Public Economics 44 1991 353-369
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    • IRB explained
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    • Residential loss severity in California: 1992-1995
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.