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The credit risk in SME loans portfolios: Modeling issues, pricing, and capital requirements Author info | Abstract | Publisher info | Download info | Related research | Statistics Dietsch, Michel
Petey, Joel
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Article provided by Elsevier in its journal Journal of Banking & Finance .
Volume (Year): 26 (2002)
Issue (Month): 2-3 (March)
Pages: 303-322
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Handle: RePEc:eee:jbfina:v:26:y:2002:i:2-3:p:303-322Contact details of provider: Web page: http://www.elsevier.com/locate/jbf
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Jesper Tor Jacobson & Kasper Roszbach Lindé, 2004.
"Credit Risk Versus Capital Requirements Under Basel II: Are SME Loans and Retail Credit Really Di Erent? ,"
Departmental Working Papers
199, Tor Vergata University, CEIS.
[Downloadable!]
Other versions:
Jacobson, Tor & Lindé, Jesper & Roszbach, Kasper, 2004.
"Credit Risk versus Capital Requirements under Basel II: Are SME Loans and Retail Credit Really Different? ,"
Working Paper Series
162, Sveriges Riksbank (Central Bank of Sweden).
[Downloadable!] Tor Jacobson & Jesper Lindé & Kasper Roszbach, 2005.
"Credit Risk Versus Capital Requirements under Basel II: Are SME Loans and Retail Credit Really Different? ,"
Journal of Financial Services Research ,
Springer, vol. 28(1), pages 43-75, October.
[Downloadable!] (restricted) Lutz Hahnenstein, 2004.
"Calibrating the CreditMetrics™ correlation concept — Empirical evidence from Germany ,"
Financial Markets and Portfolio Management ,
Springer, vol. 18(4), pages 358-381, December.
[Downloadable!] (restricted)
Rikkers, F. & Thibeault, A., 2007.
"The optimal rating philosophy for the rating of SMEs ,"
Vlerick Leuven Gent Management School Working Paper Series
2007-10, Vlerick Leuven Gent Management School.
[Downloadable!]
Jesús Saurina & Carlos Trucharte, 2007.
"An assessment of Basel II procyclicality in mortgage portfolios ,"
Banco de España Working Papers
0712, Banco de España.
[Downloadable!]
Mathias Schmit, 2003.
"Is Automotive Leasing a Risky Business? ,"
Working Papers CEB
03-009.RS, Université Libre de Bruxelles, Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB).
[Downloadable!]
Klaus Düllmann & Nancy Masschelein, 2006.
"Sector Concentration in Loan Portfolios and Economic Capital ,"
Research series
200611-17, National Bank of Belgium.
[Downloadable!]
Masschelein, Nancy & Düllmann, Klaus, 2006.
"Sector concentration in loan portfolios and economic capital ,"
Discussion Paper Series 2: Banking and Financial Studies
2006,09, Deutsche Bundesbank, Research Centre.
[Downloadable!]
Hamerle, Alfred & Liebig, Thilo & Scheule, Harald, 2004.
"Forecasting Credit Portfolio Risk ,"
Discussion Paper Series 2: Banking and Financial Studies
2004,01, Deutsche Bundesbank, Research Centre.
[Downloadable!]
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