Evaluation of minimum capital requirements for bank loans to SMEs
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Cited by:
- Christoph Wunderer, 2017. "Asset correlation estimation for inhomogeneous exposure pools," Papers 1701.02028, arXiv.org, revised Sep 2019.
- ., 2014. "The concluding panel discussion," Chapters, in: Sajid M. Chaudhry & Andrew W Mullineux (ed.), Taxing Banks Fairly, chapter 10, pages 181-188, Edward Elgar Publishing.
- Jaehoon Hahn & Ho-Seong Moon, 2016. "Credit Cycle and the Macroeconomy: Empirical Evidence from Korea," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, vol. 22(4), pages 76-108, December.
- Sajid M. Chaudhry & Andrew W Mullineux (ed.), 2014. "Taxing Banks Fairly," Books, Edward Elgar Publishing, number 15860, March.
- M. Dietsch & K. Düllmann & H. Fraisse & P. Koziol & C. Ott, 2016.
"Support for the SME Supporting Factor - Multi-country empirical evidence on systematic risk factor for SME loans,"
Débats économiques et financiers
23, Banque de France.
- Dietsch, Michel & Düllmann, Klaus & Fraisse, Henri & Koziol, Philipp & Ott, Christine, 2016. "Support for the SME supporting factor: Multi-country empirical evidence on systematic risk factor for SME loans," Discussion Papers 45/2016, Deutsche Bundesbank.
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More about this item
Keywords
Asset Correlation; Basel II; Minimum Capital Requirements; Single Risk Factor Model;All these keywords.
JEL classification:
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G33 - Financial Economics - - Corporate Finance and Governance - - - Bankruptcy; Liquidation
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2013-06-24 (Banking)
- NEP-ENT-2013-06-24 (Entrepreneurship)
- NEP-RMG-2013-06-24 (Risk Management)
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