Volume 32, Issue 1-2

October 2007

Special Issue on Basel II: Challenges for Implementation

6 articles in this issue

A Critique of Revised Basel II
Robert A. Jarrow
OriginalPaper 12 April 2007 Pages: 1 - 16
Basel II: Correlation Related Issues
Sanjiv R. Das
OriginalPaper 28 July 2007 Pages: 17 - 38
Basel II: A Contracting Perspective
Edward J. Kane
OriginalPaper 27 September 2007 Pages: 39 - 53
A Tractable Model to Measure Sector Concentration Risk in Credit Portfolios
Klaus Düllmann
Nancy Masschelein
OriginalPaper 06 October 2007 Pages: 55 - 79
An Assessment of Basel II Procyclicality in Mortgage Portfolios
Jesús Saurina
Carlos Trucharte
OriginalPaper 19 June 2007 Pages: 81 - 101
Capital Allocation for Portfolio Credit Risk
Paul H. Kupiec
OriginalPaper 15 September 2007 Pages: 103 - 122

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