Should SME exposures be treated as retail or corporate exposures? A comparative analysis of default probabilities and asset correlations in French

Article Abstract:

A one-factor credit risk model is used to provide new estimates of stationary default probabilities and asset correlations in two large samples of French and German small and medium-sized enterprises. On an average, SMEs are found to be riskier than large businesses.

France, Financial management, Finance, Company financing, Small and medium sized companies

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Default correlation: an empirical investigation of a sub prime lender

Article Abstract:

The substantial growth of sub prime lending is described as an important sector of the credit markets. The risk management of sub prime loan portfolios and the importance of default correlation in measuring that risk is examined.

Loan servicing

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How the environment determines banking efficiency. A comparison between French and Spanish industries

Article Abstract:

A new study investigates how the cost-efficiency of the Spanish and French banking industries has been influenced by environmental conditions in each country.

Banking industry, Management, Measurement, Industrial efficiency, Economic efficiency, Spain, Financial institutions

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