Using data from three countries (US, Italy and Australia) and surveying related studies from several other
countries in Europe, we investigate the effects of the New Basel Capital Accord on bank capital requirements
for small and medium sized enterprises (SMEs).

SIMILAR POSTS

  • 19 July 2021

    The link between default and recovery rates: effects on the procyclicality of regulatory capital ratios

    BIS Working Papers are written by members of the Monetary and Economic Department of the Bank for International Settlements, and [...]

  • 19 June 2021

    Credit Risk Scoring Models

    Credit scoring models play a fundamental role in the risk management practice at most banks. They are used to quantify [...]

  • 19 June 2021

    Measuring and Managing Credit and Other Risks

    During the last 40 years, risk management has evolved tremendously. The technologies and methodologies to measure risks have reached impressive [...]