Evaluation of minimum capital requirements for bank loans to SMEs
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References listed on IDEAS
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More about this item
KeywordsAsset Correlation; Basel II; Minimum Capital Requirements; Single Risk Factor Model;
- 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-2013-06-24 (All new papers)
- NEP-BAN-2013-06-24 (Banking)
- NEP-ENT-2013-06-24 (Entrepreneurship)
- NEP-RMG-2013-06-24 (Risk Management)
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