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An Assessment of Capital Requirements under Basel II: The Portuguese Case

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  • Paula Antão

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  • Paula Antão, 2009. "An Assessment of Capital Requirements under Basel II: The Portuguese Case," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
    • Handle: RePEc:ptu:bdpart:ar200803
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    File URL: https://www.bportugal.pt/sites/default/files/anexos/papers/ar200803_e.pdf
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    References listed on IDEAS

    as
    1. Michel Dietsch, 2004. "Should SME exposures be treated as retail or corporate exposures: a comparative analysis of probabilities of default and assets correlations in French and German SMEs," ULB Institutional Repository 2013/14164, ULB -- Universite Libre de Bruxelles.
    2. António R. Antunes, 2005. "Analysis of delinquent firms using multi-state transitions," Working Papers w200505, Banco de Portugal, Economics and Research Department.
    3. Paula Antão, 2009. "Credit Risk and Capital Requirements for the Portuguese Banking System," Working Papers w200908, Banco de Portugal, Economics and Research Department.
    4. Jesús Saurina & Carlos Trucharte, 2004. "The Impact of Basel II on Lending to Small- and Medium-Sized Firms: A Regulatory Policy Assessment Based on Spanish Credit Register Data," Journal of Financial Services Research, Springer;Western Finance Association, vol. 26(2), pages 121-144, October.
    5. James Benford & Erlend Nier, 2007. "Financial Stability Paper No 3: Monitoring Cyclicality of Basel II Capital Requirements," Bank of England Financial Stability Papers 3, Bank of England.
    6. Dietsch, Michel & Petey, Joel, 2004. "Should SME exposures be treated as retail or corporate exposures? A comparative analysis of default probabilities and asset correlations in French and German SMEs," Journal of Banking & Finance, Elsevier, vol. 28(4), pages 773-788, April.
    7. Dermine, J. & de Carvalho, C. Neto, 2006. "Bank loan losses-given-default: A case study," Journal of Banking & Finance, Elsevier, vol. 30(4), pages 1219-1243, April.
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