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Volume 1 / 1987 - Volume 40 / 2011
Special Issue on Basel II: Challenges for Implementation
1-16
A Critique of Revised Basel II
Robert A. Jarrow
17-38
Basel II: Correlation Related Issues
Sanjiv R. Das
39-53
Basel II: A Contracting Perspective
Edward J. Kane
55-79
A Tractable Model to Measure Sector Concentration Risk in Credit Portfolios
Klaus Düllmann and Nancy Masschelein
81-101
An Assessment of Basel II Procyclicality in Mortgage Portfolios
Jesús Saurina and Carlos Trucharte
103-122
Capital Allocation for Portfolio Credit Risk
Paul H. Kupiec
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