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What do Basel Capital Accords mean for SMEs?

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  • Clara Cardone Riportella

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  • Antonio Trujillo

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  • Anahí Briozzo

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    Abstract

    This paper analyses the impact of the new Basel Capital Accords (Basel II and Basel III) on the bank’s capital requirements in a portfolio of Small and Medium-sized Enterprises (SMEs) when the internal ratings-based (IRB) approach is used. To do this, the study uses a large database of Spanish firms and covers the period from 2005 to 2009. We also examine the effect on the credit risk premium charged by banks of the guarantee offered by a Loan Guarantee Association (LGA) to a SME; and whether this foreseeable decrease in the interest rates applicable to the SME is compensated by the cost of this guarantee

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    File URL: http://e-archivo.uc3m.es/bitstream/10016/10892/1/wb111004.pdf
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    Bibliographic Info

    Paper provided by Universidad Carlos III, Departamento de Economía de la Empresa in its series Business Economics Working Papers with number wb111004.

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    Date of creation: Apr 2011
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    Handle: RePEc:cte:wbrepe:wb111004

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    Keywords: Bank capital requirements; Credit risk mitigation; Bank financing of SMEs; Basel II; Basel III Loan Guarantee Association;

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    1. Clara Cardone Riportella & Antonio Trujillo Ponce, 2006. "EFECTOS DEL AVAL DE LAS SGRs EN LA FINANCIACIÓN DE LAS PYME Y LOS REQUERIMIENTOS DE CAPITAL DE BASILEA II," Documentos de Trabajo de Economía de la Empresa db060302, Universidad Carlos III, Departamento de Economía de la Empresa.
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