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

Journal of Banking and Finance

Volumn 28, Issue 4, 2004, Pages 773-788

  Dietsch, Michel ^a   Petey, Joël ^b  

^a UNIVERSITÉ DE STRASBOURG   (France)

^b UNIV LILLE   (France)

Author keywords

Bank capital regulation; Credit risk; Small and medium enterprises

Indexed keywords

EID: 1942472561     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4266(03)00199-7     Document Type: Conference Paper

References (10)

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