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Heterogeneity and concentration risk in SME loans portfolios : illustration on the French case

Dietsch, Michel; Petey, Joël - In: Revue bancaire et financière 73 (2009) 4, pp. 249-254

Persistent link: https://www.econbiz.de/10003859598

The credit-risk implications of home ownership promotion : the effects of public subsidies and adjustable-rate loans

Dietsch, Michel; Petey, Joël - In: Journal of housing economics 28 (2015), pp. 103-120

Persistent link: https://www.econbiz.de/10011565812

Should SME exposures be treated as retail or corporate exposures? : A comparative analysis of default probabilities and asset correlations in French and German SMEs

Dietsch, Michel; Petey, Joe͏̈l - In: Journal of banking & finance 28 (2004) 4, pp. 773-788

Persistent link: https://www.econbiz.de/10001956079

Délais de paiement et mesures du risque client

Dietsch, Michel - In: Revue d'économie financière : revue trimestrielle de … (1996), pp. 81-96

Persistent link: https://www.econbiz.de/10001216013

The credit risk in SME loans portfolios : modeling issues, pricing, and capital requirements

Dietsch, Michel; Petey, Joe͏̈l - In: Journal of banking & finance 26 (2002) 2/3, pp. 303-322

Persistent link: https://www.econbiz.de/10001654318

Lower bank capital requirements as a policy tool to support credit to SMEs : evidence from a policy experiment

Dietsch, Michel; Fraisse, Henri; Lecarpentier, Sandrine; … - 2019

Persistent link: https://www.econbiz.de/10012241990

Support for the SME supporting factor : multi-country empirical evidence on systematic risk factor for SME loans

Dietsch, Michel; Düllmann, Klaus; Fraisse, Henri; … - 2016

Using a unique and comprehensive data set on the two largest economies of the Eurozone - France and Germany - this paper first proceeds to a computation of the Gordy formula relaxing the ad hoc sizedependent constraints of the Basel formulas. Our study contributes to Article 501 of the Capital...

Persistent link: https://www.econbiz.de/10011564456