Support for the SME supporting factor: Multi-country empirical evidence on systematic risk factor for SME loans
Year of publication: |
2016
|
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Authors: | Dietsch, Michel ; Düllmann, Klaus ; Fraisse, Henri ; Koziol, Philipp ; Ott, Christine |
Publisher: |
Frankfurt a. M. : Deutsche Bundesbank |
Subject: | SME finance | Asset correlation | Basel III | CRR/CRD IV | Asymptotic Single Risk factor Model | SME Supporting Factor |
Series: | Bundesbank Discussion Paper ; 45/2016 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
ISBN: | 978-3-95729-318-3 |
Other identifiers: | 873235452 [GVK] hdl:10419/148276 [Handle] RePEc:zbw:bubdps:452016 [RePEc] |
Classification: | C13 - Estimation ; G21 - Banks; Other Depository Institutions; Mortgages ; G33 - Bankruptcy; Liquidation |
Source: |
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Dietsch, Michel, (2016)
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Systematic Risk in Recovery Rates: An Empirical Analysis of US Corporate Credit Exposures
Düllmann, Klaus, (2004)
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Estimating asset correlations from stock prices or default rates: which method is superior?
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Dietsch, Michel, (2016)
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Dietsch, Michel, (2016)
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Evaluation of minimum capital requirements for bank loans to SMEs
Düllmann, Klaus, (2013)
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