Support for the SME Supporting Factor - Multi-country empirical evidence on systematic risk factor for SME loans
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- Dietsch, Michel & Düllmann, Klaus & Fraisse, Henri & Koziol, Philipp & Ott, Christine, 2016. "Support for the SME supporting factor: Multi-country empirical evidence on systematic risk factor for SME loans," Discussion Papers 45/2016, Deutsche Bundesbank.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Sergio Mayordomo & María Rodríguez-Moreno, 2017. "Did the bank capital relief induced by the supporting factor enhance SME lending?," Working Papers 1746, Banco de España;Working Papers Homepage.
- Fabrice Borel-Mathurin & Stéphane Loisel & Johan Segers, 2017.
"Re-evaluation of the capital charge in insurance after a large shock: empirical and theoretical views,"
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10, EIOPA, Risks and Financial Stability Department.
- F. Borel-Mathurin & S. Loisel & J. Segers, 2017. "Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views," Débats économiques et financiers 32, Banque de France.
- J. Hombert & V. Lyonnet, 2017. "Intergenerational Risk Sharing in Life Insurance: Evidence from France," Débats économiques et financiers 30, Banque de France.
More about this item
KeywordsSME Supporting Factor; Asset correlation; Basel III; Minimum Capital requirements; Asymptotic Single Risk factor Model; SME finance.;
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G33 - Financial Economics - - Corporate Finance and Governance - - - Bankruptcy; Liquidation
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2017-02-26 (All new papers)
- NEP-CFN-2017-02-26 (Corporate Finance)
- NEP-ENT-2017-02-26 (Entrepreneurship)
- NEP-RMG-2017-02-26 (Risk Management)
- NEP-SBM-2017-02-26 (Small Business Management)
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