These are the docs referred from Treasury's Basel II implementation doc.
An Explanatory Note on the Basel II IRB Risk Weight Functions - supposed to be less technical than other docs.
A Risk-Factor Model Foundation for
Ratings-Based Bank Capital Rules by Michael B. Gordy
A comparative anatomy of credit risk models
Michael B. Gordy
A Generalized Framework for Credit Risk Portfolio Models
by H. Ugur Koyluoglu of Oliver, Wyman & Company, and
Andrew Hickman of CSFP Capital, Inc. - supposed to be the vey important paper, which explains the basel ii framwork's risk models