Publication:
What do Basel Capital Accords mean for SMEs?

dc.affiliation.dptoUC3M. Departamento de Economía de la Empresaes
dc.contributor.authorCardone Riportella, Clara
dc.contributor.authorBriozzo, Anahí
dc.contributor.authorTrujillo Ponce, Antonio
dc.contributor.editorUniversidad Carlos III de Madrid. Departamento de Economía de la Empresa
dc.date.accessioned2011-04-27T15:07:58Z
dc.date.available2011-04-27T15:07:58Z
dc.date.issued2011-04
dc.description.abstractThis paper analyses the impact of the new Basel Capital Accords (Basel II and Basel III) on the bank’s capital requirements in a portfolio of Small and Medium-sized Enterprises (SMEs) when the internal ratings-based (IRB) approach is used. To do this, the study uses a large database of Spanish firms and covers the period from 2005 to 2009. We also examine the effect on the credit risk premium charged by banks of the guarantee offered by a Loan Guarantee Association (LGA) to a SME; and whether this foreseeable decrease in the interest rates applicable to the SME is compensated by the cost of this guarantee
dc.format.mimetypeapplication/pdf
dc.identifier.repecwb111004
dc.identifier.urihttps://hdl.handle.net/10016/10892
dc.identifier.uxxiDT/0000000922
dc.language.isoeng
dc.relation.ispartofseriesUC3M Working papers. Business Economics
dc.relation.ispartofseries11-04
dc.rightsAtribución-NoComercial-SinDerivadas 3.0 España
dc.rights.accessRightsopen access
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/3.0/es/
dc.subject.ecienciaEmpresa
dc.subject.jelG21
dc.subject.jelG28J
dc.subject.jelG32
dc.subject.otherBank capital requirements
dc.subject.otherCredit risk mitigation
dc.subject.otherBank financing of SMEs
dc.subject.otherBasel II
dc.subject.otherBasel III
dc.subject.otherLoan Guarantee Association
dc.titleWhat do Basel Capital Accords mean for SMEs?
dc.typeworking paper*
dspace.entity.typePublication
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