Jacobson, Tor; Lindé, Jesper; Roszbach, Kasper - Sveriges Riksbank - 2004
given a central role in the evaluation of the riskiness of bank loans. Another novelty is that retail credit and loans to … portfolios with a constant risk profile. Our findings suggest that a special treatment for retail credit and SME loans may not be … justified. We also investigate if any alternative definition of SME’s and retail credit would warrant different risk weight …