Effects of the New Basel Capital Accord on Bank Capital Requirements for SMEs

By Edward I. Altman, G. Sabato. 2005

227 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/bc6f06fb4e0e2093e08a8bf666b618c0e9e43479

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Citations in the corpus

A more complete conceptual framework for SME finance (2006, background): “which may favor some of the transactions technologies over relationship lending ( Altman and Sabato 2005,”
MODELING CREDIT RISK FOR SMEs: EVIDENCE FROM THE US MARKET (2013, unknown): “More recently, the new Basel Accord for bank capital adequacy (Basel II) has seen many analysts focus on the SME segment (see for example Schwaiger (2002), Saurina and Trucharte (2004), Udell (2004), Berger (2004), Jacobson et al. (2004), and Altman and Sabato (2005)).”
The Value of Non-Financial Information in SME Risk Management (2008, background): “Although this decision may have been originally motivated by expected capital savings (see Altman and Sabato (2005)), financial institutions have soon realized that the major benefits were on the efficiency and profitability side.”
The value of non-financial information in small and medium-sized enterprise risk management (2010, background): “We find that data relating to legal action by creditors to recover unpaid debts, company filing histories, comprehensive audit report/opinion data and firm-specific characteristics make a significant contribution to increasing the default prediction power of risk models built specifically for SMEs.”
A More Complete Conceptual Framework for Financing of Small and Medium Enterprises (2005, background): “…capital requirements if they manage SME loans as part of a pool, which may favor some of the transactions technologies over relationship lending (Altman and Sabato 2005, Berger 2006).16 16 In the U.S., the largest banks are generally expected to have lower capital requirements on many SME…”
The differential impact of leverage on the default risk of small and large firms (2020, background): “Since the seminal works of Beaver (1966) and Altman (1968), academic research has paid great attention to the determinants of corporate defaults.”