Jacobson, Tor; Lindé, Jesper; Roszbach, Kasper - 2004
the differences between the risk properties of retail, SME and corporate credit has been based on parameterized models of … businesses in the sample is rated by both banks, we can generate loss distributions for SME, retail and corporate credit … portfolios with a constant risk profile. Our findings suggest that a special treatment for retail credit and SME loans may not be …
