Journal of Financial Services Research

, Volume 26, Issue 2, pp 121–144

The Impact of Basel II on Lending to Small- and Medium-Sized Firms: A Regulatory Policy Assessment Based on Spanish Credit Register Data

  • Jesús Saurina
  • Carlos Trucharte
Article

DOI: 10.1023/B:FINA.0000037542.16864.11

Cite this article as:
Saurina, J. & Trucharte, C. Journal of Financial Services Research (2004) 26: 121. doi:10.1023/B:FINA.0000037542.16864.11

Abstract

The objective of this paper is to evaluate the impact on bank credit exposures to small- and medium-sized Spanish firms of the current proposal for reform of the 1988 Capital Accord using information from the Spanish Credit Register. Capital requirements for exposures to those firms, according to the various revisions of the proposed capital reform (from the January 2001 consultative document to the April 2003 one), are calculated to analyze whether the existing pattern of bank financing of small- and medium-sized firms might be altered. Finally, the incentives for individual banks to adopt the advanced internal ratings-based approach proposed by Basel II are evaluated.

Basel II SME finance probability of default capital requirements credit register. 

Copyright information

© Kluwer Academic Publishers 2004

Authors and Affiliations

  • Jesús Saurina
  • Carlos Trucharte
    • 1
  1. 1.Bank of Spain (Banco de España)USA

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