(SMEs). Key contributions are the use of a unique data set of SME lending by over 400 German banks and relating systematic … the particularly rich and well-developed credit market for SMEs in Germany. We estimate asset correlations as the key … has been granted in Basel II for SMEs relative to large firms. Our asset correlation estimates suggest a significantly …

of SMEs, and to provide a list of characteristics that a PD model for SMEs should contain, e.g. time and cost efficiency …

In this paper we estimate creditworthiness of small and medium-sized enterprises (SMEs) that receive financial and non …-financial incentives from the small business development administration (KOSGEB) in Turkey. Assessing creditworthiness of SMEs to qualify … essential. A logit model is used to estimate riskiness of SMEs including non-financial data obtained from the business survey …

Our paper addresses firm size as a driver of systematic credit risk in loans to small and medium enterprises (SMEs … particularly rich and well developed credit market for SMEs in Germany. We estimate asset correlations as the key measure of … granted in Basel II for SMEs relative to large firms. For SME loans in the corporate portfolio of the Internal Ratings …

-sized enterprises (SMEs) stipulated in the “Act concerning Temporary Measures to Facilitate Financing for SMEs.” Using unique Japanese …

Italian small and medium sized companies (SMEs) for verifying if some syndromes can be found. Results shows that the main … syndromes affecting the Italian SMEs are quite similar over sectors, even if each sector is characterized by specific …

requirements against Small and Medium-sized enterprises ("SMEs" hereafter) loans. We investigate empirically whether this reduction … on multifactor models do confirm that capital requirements should be lower for SMEs. Taking into account the uncertainty … economic capital between SMEs and large corporates. As for the impact on credit distribution, our difference …