The Basel II Reform and Retail Credit Markets Stijn ClaessensJan KrahnenWilliam W. Lang OriginalPaper 12 November 2005 Pages: 5 - 13
Effects of the New Basel Capital Accord on Bank Capital Requirements for SMEs Edward I. AltmanGabriele Sabato OriginalPaper 12 November 2005 Pages: 15 - 42
Credit Risk Versus Capital Requirements under Basel II: Are SME Loans and Retail Credit Really Different? Tor JacobsonJesper LindéKasper Roszbach OriginalPaper 12 November 2005 Pages: 43 - 75
An Analysis of SBA Loan Defaults by Maturity Structure Dennis GlennonPeter Nigro OriginalPaper 12 November 2005 Pages: 77 - 111
Does Regulatory Capital Arbitrage, Reputation, or Asymmetric Information Drive Securitization? Brent W. AmbroseMichael LaCour-LittleAnthony B. Sanders OriginalPaper 12 November 2005 Pages: 113 - 133
Skewness of Returns, Capital Adequacy, and Mortgage Lending Paraskevi DimouColin LawrenceAlistair Milne OriginalPaper 12 November 2005 Pages: 135 - 161
Extending a Logistic Approach to Risk Modeling through Semiparametric Mixing Marco AlfòStefano CaiazzaGiovanni Trovato OriginalPaper 12 November 2005 Pages: 163 - 176