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

B-Tier

Journal: Journal of Banking & Finance

Year: 2004

Volume: 28

Issue: 4

Pages: 773-788

Authors (2)

Dietsch, Michel (not in RePEc) Petey, Joel (Université de Strasbourg)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count