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Volume 1 / 1987 - Volume 40 / 2011
5-13
The Basel II Reform and Retail Credit Markets
Stijn Claessens, Jan Krahnen and William W. Lang
15-42
Effects of the New Basel Capital Accord on Bank Capital Requirements for SMEs
Edward I. Altman and Gabriele Sabato
43-75
Credit Risk Versus Capital Requirements under Basel II: Are SME Loans and Retail Credit Really Different?
Tor Jacobson, Jesper Lindé and Kasper Roszbach
77-111
An Analysis of SBA Loan Defaults by Maturity Structure
Dennis Glennon and Peter Nigro
113-133
Does Regulatory Capital Arbitrage, Reputation, or Asymmetric Information Drive Securitization?
Brent W. Ambrose, Michael LaCour-Little and Anthony B. Sanders
135-161
Skewness of Returns, Capital Adequacy, and Mortgage Lending
Paraskevi Dimou, Colin Lawrence and Alistair Milne
163-176
Extending a Logistic Approach to Risk Modeling through Semiparametric Mixing
Marco Alfò, Stefano Caiazza and Giovanni Trovato
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