Magdalena Pisa

WHU - Otto Beisheim School of Management

Burgplatz 2

Vallendar, 56179

Germany

SCHOLARLY PAPERS

4

DOWNLOADS

415

SSRN CITATIONS

2

CROSSREF CITATIONS

5

Scholarly Papers (4)

Are Capital Requirements on Small Business Loans Flawed?

Best AFFI 2016 paper in banking & insurance
Number of pages: 53 Posted: 09 Aug 2012 Last Revised: 06 Nov 2018
Dennis Bams, Magdalena Pisa and Christian C. P. Wolff
University of Maastricht - Limburg Institute of Financial Economics (LIFE), WHU - Otto Beisheim School of Management and University of Luxembourg - Luxembourg School of Finance
Downloads 235 (135,028)
Citation 1

Abstract:

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Small business credit risk, capital charges, default correlation, factor models

Are Capital Requirements on Small Business Loans Flawed?

Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 53 Posted: 13 Dec 2015 Last Revised: 06 Nov 2018
Dennis Bams, Magdalena Pisa and Christian C. P. Wolff
University of Maastricht - Limburg Institute of Financial Economics (LIFE), WHU - Otto Beisheim School of Management and University of Luxembourg - Luxembourg School of Finance
Downloads 67 (354,614)
Citation 2

Abstract:

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Small business credit risk; IRB capital requirements; asset correlations; lending regulation.

2.

Spillovers to Small Business Credit Risk

Number of pages: 49 Posted: 28 Oct 2013 Last Revised: 06 Nov 2018
Dennis Bams, Magdalena Pisa and Christian C. P. Wolff
University of Maastricht - Limburg Institute of Financial Economics (LIFE), WHU - Otto Beisheim School of Management and University of Luxembourg - Luxembourg School of Finance
Downloads 113 (253,094)
Citation 1

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Spillover effects, supply chain, small businesses, credit risk

3.

Credit Risk Characteristics of US Small Business Portfolios

CEPR Discussion Paper No. DP10889
Number of pages: 39 Posted: 20 Oct 2015
Dennis Bams, Magdalena Pisa and Christian C. P. Wolff
Maastricht University - Department of Finance, WHU - Otto Beisheim School of Management and University of Luxembourg - Luxembourg School of Finance
Downloads 0 (692,960)
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Abstract:

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capital requirements

4.

Ripple Effects from Industry Defaults

CEPR Discussion Paper No. DP10891
Number of pages: 43 Posted: 20 Oct 2015
Dennis Bams, Magdalena Pisa and Christian C. P. Wolff
Maastricht University - Department of Finance, WHU - Otto Beisheim School of Management and University of Luxembourg - Luxembourg School of Finance
Downloads 0 (692,960)
  • Add to Cart

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default clustering, default risk transmission, market structure, supply chain