Credit Risk Versus Capital Requirements Under Basel II: Are SME Loans and Retail Credit Really Di Erent?

Jesper Tor JacobsonKasper Roszbach Lindé
CEIS Working Papers
The new Basel II regulation contains a number of new regulatory features. Most importantly, internal ratings will be given a central role in the evaluation of bank loans’ riskiness. Another novelty is that retail credit and SME loans will receive a specia
Number: 199
Date: Thursday 01 January 2004
Revision Date: Sunday 01 February 2004