We analyze the relationship between bank size and risk-taking under the New Basel Capital Accord. Using a model with …

commercial bank, the authors choose Archimedean Copula to fit the default relationship between loans, combined with the loss …

This paper examines how Basel III capital reforms affected bank lending in Ger- many. We focus on the increase of …-based capital regulation significantly affected low capitalized banks. The impact depends on a bank's credit risk model, i ….e. whether a bank applies the standardized approach (SA) or an internal ratings-based approach (IRBA) to determine risk weights …

consistency of own funds requirements with the riskiness of SME. In both the French and the German sample, results suggest that … the relative differences between the capital requirements for large corporates and those for SME (in other words the … capital relief for SME) are lower in the Basel III framework than implied by empirically estimated asset correlations. Results …

Purpose: SME sector credit risk has received attention in research from several dimensions of the financial system. SME … sector's funding is mainly supplied by financial institutions and SME sector is both diversified and large sector in both … well developed and less developed economies. Specific research on assessing SME as Financial Institution's (FI …