Modelling credit risk for SMEs: Evidence from the U.S. market

Abacus

Volumn 43, Issue 3, 2007, Pages 332-357

  Altman, Edward I ^a   Sabato, Gabriele ^b  

^a NEW YORK UNIVERSITY   (United States)

^b ABN AMRO Asset Management   (Netherlands)

Author keywords

Basel II; Capital requirements; Finance; Modelling credit risk; SME

Indexed keywords

EID: 34547969769     PISSN: 00013072     EISSN: 14676281     Source Type: Journal    
DOI: 10.1111/j.1467-6281.2007.00234.x     Document Type: Article

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