Credit Risk Versus Capital Requirements under Basel II: Are SME Loans and Retail Credit Really Different?

Tor Jacobson, Jesper Lindé and Kasper Roszbach ()

Journal of Financial Services Research, 2005, vol. 28, issue 1, 43-75

Keywords: Internal ratings; credit risk; Value-at-Risk; banks; Basel II; retail credit; SME credit; corporate credit; regulatory capital; economic capital (search for similar items in EconPapers)
Date: 2005
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (33)

Downloads: (external link)
http://hdl.handle.net/10.1007/s10693-005-4356-4 (text/html)
Access to full text is restricted to subscribers.

Related works:
Working Paper: Credit Risk versus Capital Requirements under Basel II: Are SME Loans and Retail Credit Really Different? (2004)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:kap:jfsres:v:28:y:2005:i:1:p:43-75

Ordering information: This journal article can be ordered from
http://www.springer.com/journal/10693

DOI: 10.1007/s10693-005-4356-4

Access Statistics for this article

Journal of Financial Services Research is currently edited by Haluk Unal

More articles in Journal of Financial Services Research from Springer, Western Finance Association Contact information at EDIRC.
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().