Record Details

The treatment of SMEs loans in the New Basel Capital Accord: some evaluations

PSL Quarterly Review

View Archive Info
 
 
Field Value
 
Title The treatment of SMEs loans in the New Basel Capital Accord: some evaluations
 
Creator Fabi, Fabrizio
Laviola, Sebastiano
Marullo Reedtz, Paolo
 
Subject —
Banking
G21, G28, G30, L25
 
Description In April 2003 the Basel Committee on Banking Supervision issued a third consultative paper on the new Basel Capital Accord (Basel II). The document contains substantial changes with respect to the previous proposal of January 2001, on which improvements were requested, among other aspects, regarding the too severe treatment foreseen for loans to small and medium sized enterprises (SMEs). The aim of this paper is to analyse the treatment of SME loans under the Basel II framework and to provide an empirical evaluation of the impact of the different proposals on a large hypothetical portfolio of Italian corporations. Our simulations indicate that the prudential treatment of SME loans foreseen in the last consultative document of the Basel Committee is not penalizing with respect to the current situation. Therefore, we should not expect a reduction of credit or an increase in interest rates on loans to this type of borrowers.   JEL Codes: G21, G28, G30, L25Keywords: Banking
 
Publisher Economia civile
 
Contributor —
 
Date 2012-04-17
 
Type info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
—
 
Format application/pdf
 
Identifier http://annalidibotanica.uniroma1.it/index.php/PSLQuarterlyReview/article/view/9821
 
Source PSL Quarterly Review; Vol 57, No 228 (2004)
PSL Quarterly Review; Vol 57, No 228 (2004)
2037-3643
ISSN 2037-3635
 
Language eng
 
Relation http://annalidibotanica.uniroma1.it/index.php/PSLQuarterlyReview/article/view/9821/9706
 
Rights Copyright (c) 2016 Fabrizio Fabi, Sebastiano Laviola, Paolo Marullo Reedtz
http://creativecommons.org/licenses/by-nc-nd/4.0