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The Impact of Basel II on Lending to Small- and Medium-Sized Firms: A Regulatory Policy Assessment Based on Spanish Credit Register Data

Citations

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Cited by:

  1. B. Luppi & M. Marzo & E. Scorcu, 2007. "A credit risk model for Italian SMEs," Working Papers 600, Dipartimento Scienze Economiche, Universita' di Bologna.
  2. Tuuli, Saara, 2019. "Model-based regulation and firms' access to finance," Bank of Finland Research Discussion Papers 4/2019, Bank of Finland.
  3. Margarita Delgado, 2019. "Energy transition and financial stability. Implications for the Spanish deposit-taking institutions," Financial Stability Review, Banco de España, issue Autumn.
  4. Allen Berger, 2006. "Potential Competitive Effects of Basel II on Banks in SME Credit Markets in the United States," Journal of Financial Services Research, Springer;Western Finance Association, vol. 29(1), pages 5-36, February.
  5. repec:rim:rimwps:30-07 is not listed on IDEAS
  6. Carlos Perez Montes, 2015. "Estimation of Regulatory Credit Risk Models," Journal of Financial Services Research, Springer;Western Finance Association, vol. 48(2), pages 161-191, October.
  7. Bhimani, Alnoor & Gulamhussen, Mohamed Azzim & Lopes, Samuel Da-Rocha, 2010. "Accounting and non-accounting determinants of default: An analysis of privately-held firms," Journal of Accounting and Public Policy, Elsevier, vol. 29(6), pages 517-532, November.
  8. Fergal McCann & James Carroll, 2019. "Observables and Residuals: Exploring Cross-Border Differences in SME Borrowing Costs," Journal of Financial Services Research, Springer;Western Finance Association, vol. 56(2), pages 167-184, October.
  9. Margarita Delgado, 2019. "Transición energética y estabilidad financiera. Implicaciones para las entidades de depósito españolas," Revista de Estabilidad Financiera, Banco de España, issue Otoño.
  10. Miguel A. Segoviano, 2006. "Portfolio Credit Risk and Macroeconomic Shocks: Applications to Stress Testing Under Data-Restricted Environments," IMF Working Papers 2006/283, International Monetary Fund.
  11. Jürgen Antony & Torben Klarl & Alfred Maußner, 2012. "Firm heterogeneity, credit constraints, and endogenous growth," Journal of Economics, Springer, vol. 105(3), pages 199-224, April.
  12. Clara Cardone-Riportella & Antonio Trujillo-Ponce & Anahí Briozzo, 2013. "Analyzing the role of mutual guarantee societies on bank capital requirements for small and medium-sized enterprises," Journal of Economic Policy Reform, Taylor & Francis Journals, vol. 16(2), pages 142-159, June.
  13. Carmen Gallucci & Rosalia Santullli & Michele Modina & Vincenzo Formisano, 2023. "Financial ratios, corporate governance and bank-firm information: a Bayesian approach to predict SMEs’ default," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), vol. 27(3), pages 873-892, September.
  14. repec:dau:papers:123456789/9551 is not listed on IDEAS
  15. Baghdadi , Pouya & Akbari , Ahmad & Hassanzadeh , Ali & Zekavat , Seyed Morteza & Taghizadeh-Hesary , Farhad, 2014. "Impact of Basel II Capital Accord on Small and Medium Size Enterprises (SME): An Empirical Study on a Group of Export Oriented SMEs," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 9(1), pages 117-146, October.
  16. Gabriel Jiménez & Jesús Saurina, 2006. "Credit Cycles, Credit Risk, and Prudential Regulation," International Journal of Central Banking, International Journal of Central Banking, vol. 2(2), May.
  17. Van Roy, Patrick, 2005. "Credit ratings and the standardised approach to credit risk in Basel II," Working Paper Series 517, European Central Bank.
  18. Hans Degryse & Sanja Jakovljević & Steven Ongena, 2015. "A Review of Empirical Research on the Design and Impact of Regulation in the Banking Sector," Annual Review of Financial Economics, Annual Reviews, vol. 7(1), pages 423-443, December.
  19. Cardone Riportella, Clara & Trujillo Ponce, Antonio & Casasola, María José, 2008. "Credit risk mitigation and SMEs bank financing in Basel II : the case of the Loan Guarantee Associations," DEE - Working Papers. Business Economics. WB wb084011, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
  20. Segoviano, Miguel A., 2006. "Conditional probability of default methodology," LSE Research Online Documents on Economics 24512, London School of Economics and Political Science, LSE Library.
  21. Linda Allen, 2004. "The Basel Capital Accords and International Mortgage Markets: A Survey of the Literature," Financial Markets, Institutions & Instruments, John Wiley & Sons, vol. 13(2), pages 41-108, May.
  22. 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.
  23. El Kalak, Izidin & Hudson, Robert, 2016. "The effect of size on the failure probabilities of SMEs: An empirical study on the US market using discrete hazard model," International Review of Financial Analysis, Elsevier, vol. 43(C), pages 135-145.
  24. Antão, Paula & Lacerda, Ana, 2011. "Capital requirements under the credit risk-based framework," Journal of Banking & Finance, Elsevier, vol. 35(6), pages 1380-1390, June.
  25. Barbara Luppi & Massimiliano Marzo & Antonello E. Scorcu, 2007. "Credit risk and Basel II: Are non-profit firms financially different?," Working Paper series 30_07, Rimini Centre for Economic Analysis.
  26. repec:zbw:bofrdp:2019_004 is not listed on IDEAS
  27. Francesco Dainelli & Francesco Giunta & Fabrizio Cipollini, 2013. "Determinants of SME credit worthiness under Basel rules: the value of credit history information," PSL Quarterly Review, Economia civile, vol. 66(264), pages 21-47.
  28. Margarita Delgado, 2019. "Energy transition and financial stability. Implications for the Spanish deposit-taking institutions," Financial Stability Review, Banco de España, issue Autumn.
  29. Kaouther Jouaber & Meryem Mehri, 2012. "A Theory of Profit Sharing Ratio under Adverse Selection: The Case of Islamic Venture Capital," Post-Print hal-01525795, HAL.
  30. Tuuli, Saara, 2019. "Model-based regulation and firms' access to finance," Research Discussion Papers 4/2019, Bank of Finland.
  31. Tingqiang Chen & Suyang Wang, 2023. "Incomplete information model of credit default of micro and small enterprises," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(3), pages 2956-2974, July.
  32. K.K. Jain & P.K. Gupta & Sanjiv Mittal, 2011. "Logistic Predictive Model for SMEs Financing in India," Vision, , vol. 15(4), pages 331-346, December.
  33. Barakova, Irina & Palvia, Ajay, 2014. "Do banks’ internal Basel risk estimates reflect risk?," Journal of Financial Stability, Elsevier, vol. 13(C), pages 167-179.
  34. Zhichao Luo & Pingyu Hsu & Ni Xu, 2020. "SME Default Prediction Framework with the Effective Use of External Public Credit Data," Sustainability, MDPI, vol. 12(18), pages 1-18, September.
  35. Oussama Ben Hmiden & Tanguy Meigné, 2018. "The impact of bank rating changes on lending in major European banks," Economics Bulletin, AccessEcon, vol. 38(1), pages 638-649.
  36. Ana Paula Matias Gama & Helena Susana Amaral Geraldes, 2012. "Credit risk assessment and the impact of the New Basel Capital Accord on small and medium‐sized enterprises," Management Research Review, Emerald Group Publishing Limited, vol. 35(8), pages 727-749, July.
  37. Margarita Delgado, 2019. "Energy transition and financial stability. Implications for the Spanish deposit-taking institutions," Revista de Estabilidad Financiera, Banco de España, issue Autumn.
  38. Michal Karas & Mária Režòáková, 2021. "The role of financial constraint factors in predicting SME default," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 16(4), pages 859-883, December.
  39. Raffaella Calabrese & Silvia Angela Osmetti, 2011. "Generalized Extreme Value Regression for Binary Rare Events Data: an Application to Credit Defaults," Working Papers 201120, Geary Institute, University College Dublin.
  40. Alberto Huidobro, 2014. "Differences between loans granted by commercial and development banks: A cross-sectional analysis of interest rate margins," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 29(2), pages 163-224.
  41. Fábio Dias Duarte & Ana Paula Matias Gama & Mohamed Azzim Gulamhussen, 2018. "Defaults in bank loans to SMEs during the financial crisis," Small Business Economics, Springer, vol. 51(3), pages 591-608, October.
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