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The Impact of Basel II on Lending to Small- and Medium-Sized Firms: A Regulatory Policy Assessment Based on Spanish Credit Register Data
12 references·16 citing·44 second hop
The Impact of Basel II on Lending to Small- and Medium-Sized Firms: A Regulatory Policy Assessment Based on Spanish Credit Register Data (2004)The Impact of Basel II on Lending to Smal…A Survey of Cyclical Effects in Credit Risk Measurement Models (2005)A Survey of Cyclical Effects …Are credit ratings procyclical? 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(2014)Do banks’ internal Basel risk…Credit risk assessment and the impact of the New Basel Capital Accord on small and medium‐sized enterprises (2012)Credit risk assessment and th…The Basel II reform and the provision of finance for R & D activities in SMEs: An analysis of a sample of Italian companies (2010)The Basel II reform and the p…Accounting and non-accounting determinants of default: An analysis of privately-held firms (2010)Accounting and non-accounting…The dyadic bank‐SME relationship (2009)The dyadic bank‐SME relations…Joint size and ownership specialization in bank lending (2007)Joint size and ownership spec…An Assessment of Basel II Procyclicality in Mortgage Portfolios (2007)An Assessment of Basel II Pro…An Assessment of Basel II Procyclicality in Mortgage Portfolios (2007)An Assessment of Basel II Pro…Portfolio Credit Risk and Macroeconomic Shocks (2006)Portfolio Credit Risk and Mac…The Basel Capital Accords and International Mortgage Markets: A Survey of the Literature (2004)The Basel Capital Accords and…ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Credit Rationing in Markets with Imperfect Information (1981)Are capital buffers pro-cyclical? (2003)Procyclicality in Basel II: Can we treat the disease without killing the patient? (2006)A Theory of Cognitive Dissonance (2017)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Determinants of corporate borrowing (1977)Is relationship lending special? Evidence from credit-file data in Germany (1998)Relationship Lending within a Bank-Based System: Evidence from European Small Business Data (2000)Credit Risk in Two Institutional Regimes: Spanish Commercial and Savings Banks (2002)A comparative anatomy of credit risk models (2000)Bayesian inference for generalized linear mixed models of portfolio credit risk (2006)Correlated Default Risk (2006)How Does Ambiguity Influence IPO Underpricing? 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The usual disclaimer applies.1 (1999)The Development of Corporate Charitable Contributions in the UK: A Stakeholder Analysis (2004)Limited-dependent and qualitative variables in econometrics (1983)Law and Finance (1998)Credit risk drivers: Evaluating the contribution of firm level information and of macroeconomic dynamics (2008)Macroeconomic determinants of the credit risk in the banking system: The case of the GIPSI (2013)CORPORATE GOVERNANCE OF BANKS: A SURVEY (2015)Risk measurement when shares are subject to infrequent trading (1979)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)Towards a Macroprudential Framework for Financial Supervision and Regulation? (2003)The Link between Default and Recovery Rates: Theory, Empirical Evidence, and Implications* (2005)Macroeconomic Dynamics and Credit Risk: A Global Perspective (2006)An Overview of Macroprudential Policy Tools (2015)Relationship Banking: What Do We Know? (2000)Does Distance Still Matter? 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this work references cited by second hop

References

  • 1995Relationship Lending and Lines of Credit in Small Firm Finance3,641 cited
  • 1990Collateral, loan quality and bank risk1,174 cited
  • 2003Collateral, type of lender and relationship banking as determinants of credit risk434 cited
  • 2004Are credit ratings procyclical?402 cited
  • 2001Procyclicality of the financial system and financial stability: Issues and policy options398 cited
  • 2001Position Paper on the New Basel Capital Accord - Consultative Document from the Basel Committee on Banking Supervision (January 2001)304 cited
  • 2001An Academic Response to Basel II274 cited
  • 1989The Incidence of Secured Debt: Evidence from the Small Business Community229 cited
  • 1992Contract costs, bank loans, and the cross-monitoring hypothesis203 cited
  • 2003The empirical relationship between average asset correlation, firm probability of default, and asset size190 cited
  • 2005A Survey of Cyclical Effects in Credit Risk Measurement Models135 cited
  • 2002The credit risk in SME loans portfolios: Modeling issues, pricing, and capital requirements124 cited

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  • 2015The effect of size on the failure probabilities of SMEs: An empirical study on the US market using discrete hazard model82 cited
  • 2018Assessing the credit worthiness of Italian SMEs and mini-bond issuers

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81 cited
  • 2015Bankruptcy prediction of small and medium enterprises using a flexible binary generalized extreme value model67 cited
  • 2007An Assessment of Basel II Procyclicality in Mortgage Portfolios63 cited
  • 2017Defaults in bank loans to SMEs during the financial crisis62 cited
  • 2007Joint size and ownership specialization in bank lending60 cited
  • 2014Estimation of Regulatory Credit Risk Models56 cited
  • 2007An Assessment of Basel II Procyclicality in Mortgage Portfolios56 cited
  • 2004The Basel Capital Accords and International Mortgage Markets: A Survey of the Literature53 cited
  • 2006Portfolio Credit Risk and Macroeconomic Shocks49 cited
  • 2010Accounting and non-accounting determinants of default: An analysis of privately-held firms44 cited
  • 2012Credit risk assessment and the impact of the New Basel Capital Accord on small and medium‐sized enterprises42 cited
  • 2010The Basel II reform and the provision of finance for R & D activities in SMEs: An analysis of a sample of Italian companies41 cited
  • 2014Do banks’ internal Basel risk estimates reflect risk?40 cited
  • 2021The role of financial constraint factors in predicting SME default38 cited
  • 2009The dyadic bank‐SME relationship32 cited