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  • Search: subject:"Asymptotic Single Risk factor Model"
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Year of publication
Subject
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Asset correlation 2 Asymptotic Single Risk factor Model 2 Basel III 2 CRR/CRD IV 2 SME Supporting Factor 2 SME finance 2 Bank lending 1 Basel Accord 1 Basler Akkord 1 Corporate finance 1 Credit risk 1 KMU 1 Kreditgeschäft 1 Kreditrisiko 1 SME 1 Unternehmensfinanzierung 1
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Online availability
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Free 2
Type of publication
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Book / Working Paper 2
Type of publication (narrower categories)
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Working Paper 2 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1
Language
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English 2
Author
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Dietsch, Michel 2 Düllmann, Klaus 2 Fraisse, Henri 2 Koziol, Philipp 2 Ott, Christine 2
Published in...
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Bundesbank Discussion Paper 1 Discussion paper 1
Source
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ECONIS (ZBW) 1 EconStor 1
Showing 1 - 2 of 2
Cover Image
Support for the SME supporting factor: Multi-country empirical evidence on systematic risk factor for SME loans
Dietsch, Michel; Düllmann, Klaus; Fraisse, Henri; … - 2016
Using a unique and comprehensive data set on the two largest economies of the Eurozone - France and Germany - this paper first proceeds to a computation of the Gordy formula relaxing the ad hoc sizedependent constraints of the Basel formulas. Our study contributes to Article 501 of the Capital...
Persistent link: https://www.econbiz.de/10011565216
Saved in:
Cover Image
Support for the SME supporting factor : multi-country empirical evidence on systematic risk factor for SME loans
Dietsch, Michel; Düllmann, Klaus; Fraisse, Henri; … - 2016
Using a unique and comprehensive data set on the two largest economies of the Eurozone - France and Germany - this paper first proceeds to a computation of the Gordy formula relaxing the ad hoc sizedependent constraints of the Basel formulas. Our study contributes to Article 501 of the Capital...
Persistent link: https://www.econbiz.de/10011564456
Saved in:
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