Support for the SME supporting factor: Multi-country empirical evidence on systematic risk factor for SME loans
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- M. Dietsch & K. Düllmann & H. Fraisse & P. Koziol & C. Ott, 2016. "Support for the SME Supporting Factor - Multi-country empirical evidence on systematic risk factor for SME loans," Débats économiques et financiers 23, Banque de France.
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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.
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More about this item
KeywordsSME finance; Asset correlation; Basel III; CRR/CRD IV; Asymptotic Single Risk factor Model; SME Supporting Factor;
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G33 - Financial Economics - - Corporate Finance and Governance - - - Bankruptcy; Liquidation
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2016-12-04 (All new papers)
- NEP-CFN-2016-12-04 (Corporate Finance)
- NEP-RMG-2016-12-04 (Risk Management)
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