Matches in SemOpenAlex for { <https://semopenalex.org/work/W2559211179> ?p ?o ?g. }
Showing items 1 to 96 of
96
with 100 items per page.
- W2559211179 abstract "We address the estimation of asset correlation for credit risk assessment in the Italian market and its impact on SME credit access. The empirical evidence demonstrates that assumptions underlying the regulatory capital formula are not substantiated, and benefits received from the respect of granularity could be reduced or even removed. This outcome could depend on the positive relationship between asset correlation and default probability, the negative relationship between asset correlation and size and the positive link between default correlation and default probability. The regulatory impact is that the goal of levelling the playing field could fail, a regulatory arbitrage opportunity could be created and certain firms, clustered by size and industry, could suffer from the credit crunch." @default.
- W2559211179 created "2016-12-08" @default.
- W2559211179 creator A5017683493 @default.
- W2559211179 creator A5087515564 @default.
- W2559211179 date "2016-12-03" @default.
- W2559211179 modified "2023-10-17" @default.
- W2559211179 title "SME Credit Access After Basel III. Does Size (and Quality) Matter?" @default.
- W2559211179 cites W1514296636 @default.
- W2559211179 cites W1554876069 @default.
- W2559211179 cites W1557832879 @default.
- W2559211179 cites W1603683371 @default.
- W2559211179 cites W1977427664 @default.
- W2559211179 cites W2071447037 @default.
- W2559211179 cites W2097104719 @default.
- W2559211179 cites W2113832560 @default.
- W2559211179 cites W2125262335 @default.
- W2559211179 cites W2139828556 @default.
- W2559211179 cites W2146142289 @default.
- W2559211179 cites W2171896830 @default.
- W2559211179 cites W3121624899 @default.
- W2559211179 cites W3123991588 @default.
- W2559211179 cites W3125230023 @default.
- W2559211179 cites W3125989415 @default.
- W2559211179 cites W3126127371 @default.
- W2559211179 cites W4242401171 @default.
- W2559211179 cites W4247213117 @default.
- W2559211179 cites W4252866286 @default.
- W2559211179 doi "https://doi.org/10.1007/978-3-319-41363-1_8" @default.
- W2559211179 hasPublicationYear "2016" @default.
- W2559211179 type Work @default.
- W2559211179 sameAs 2559211179 @default.
- W2559211179 citedByCount "2" @default.
- W2559211179 countsByYear W25592111792020 @default.
- W2559211179 countsByYear W25592111792023 @default.
- W2559211179 crossrefType "book-chapter" @default.
- W2559211179 hasAuthorship W2559211179A5017683493 @default.
- W2559211179 hasAuthorship W2559211179A5087515564 @default.
- W2559211179 hasConcept C10138342 @default.
- W2559211179 hasConcept C133930124 @default.
- W2559211179 hasConcept C144133560 @default.
- W2559211179 hasConcept C149782125 @default.
- W2559211179 hasConcept C160623529 @default.
- W2559211179 hasConcept C162118730 @default.
- W2559211179 hasConcept C162324750 @default.
- W2559211179 hasConcept C175444787 @default.
- W2559211179 hasConcept C178350159 @default.
- W2559211179 hasConcept C2779806880 @default.
- W2559211179 hasConcept C2780759654 @default.
- W2559211179 hasConcept C2864544 @default.
- W2559211179 hasConcept C29122968 @default.
- W2559211179 hasConcept C38652104 @default.
- W2559211179 hasConcept C41008148 @default.
- W2559211179 hasConcept C76178495 @default.
- W2559211179 hasConceptScore W2559211179C10138342 @default.
- W2559211179 hasConceptScore W2559211179C133930124 @default.
- W2559211179 hasConceptScore W2559211179C144133560 @default.
- W2559211179 hasConceptScore W2559211179C149782125 @default.
- W2559211179 hasConceptScore W2559211179C160623529 @default.
- W2559211179 hasConceptScore W2559211179C162118730 @default.
- W2559211179 hasConceptScore W2559211179C162324750 @default.
- W2559211179 hasConceptScore W2559211179C175444787 @default.
- W2559211179 hasConceptScore W2559211179C178350159 @default.
- W2559211179 hasConceptScore W2559211179C2779806880 @default.
- W2559211179 hasConceptScore W2559211179C2780759654 @default.
- W2559211179 hasConceptScore W2559211179C2864544 @default.
- W2559211179 hasConceptScore W2559211179C29122968 @default.
- W2559211179 hasConceptScore W2559211179C38652104 @default.
- W2559211179 hasConceptScore W2559211179C41008148 @default.
- W2559211179 hasConceptScore W2559211179C76178495 @default.
- W2559211179 hasLocation W25592111791 @default.
- W2559211179 hasOpenAccess W2559211179 @default.
- W2559211179 hasPrimaryLocation W25592111791 @default.
- W2559211179 hasRelatedWork W126504685 @default.
- W2559211179 hasRelatedWork W1570358909 @default.
- W2559211179 hasRelatedWork W2007250058 @default.
- W2559211179 hasRelatedWork W2043061371 @default.
- W2559211179 hasRelatedWork W2060543195 @default.
- W2559211179 hasRelatedWork W2066708937 @default.
- W2559211179 hasRelatedWork W2067819420 @default.
- W2559211179 hasRelatedWork W2071447037 @default.
- W2559211179 hasRelatedWork W2088461013 @default.
- W2559211179 hasRelatedWork W2106702415 @default.
- W2559211179 hasRelatedWork W2133671840 @default.
- W2559211179 hasRelatedWork W2133674666 @default.
- W2559211179 hasRelatedWork W2136256155 @default.
- W2559211179 hasRelatedWork W2605825098 @default.
- W2559211179 hasRelatedWork W2890721938 @default.
- W2559211179 hasRelatedWork W3046621598 @default.
- W2559211179 hasRelatedWork W3123295974 @default.
- W2559211179 hasRelatedWork W3125346872 @default.
- W2559211179 hasRelatedWork W3149397399 @default.
- W2559211179 hasRelatedWork W3197827215 @default.
- W2559211179 isParatext "false" @default.
- W2559211179 isRetracted "false" @default.
- W2559211179 magId "2559211179" @default.
- W2559211179 workType "book-chapter" @default.