Michel Dietsch

Institut d'Etudes Politiques

27 rue Saint-Guillaume

Paris Cedex 07, 75337

France

SCHOLARLY PAPERS

5

DOWNLOADS

226

SSRN CITATIONS

4

CROSSREF CITATIONS

5

Scholarly Papers (5)

1.

Support for the SME Supporting Factor: Multi-Country Empirical Evidence on Systematic Risk Factor for SME Loans

Bundesbank Discussion Paper No. 45/2016
Number of pages: 44 Posted: 14 Dec 2016
Institut d'Etudes Politiques, Deutsche Bundesbank, Banque de France, European Central Bank (ECB) and Deutsche Bundesbank
Downloads 92 (331,786)
Citation 1

Abstract:

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SME finance, Asset correlation, Basel III, CRR/CRD IV, Asymptotic Single Risk factor Model, SME Supporting Factor

2.

Prudential Filters, Portfolio Composition and Capital Ratios in European Banks

Banco de Espana Working Paper No. 1538
Number of pages: 41 Posted: 08 Jan 2016
Isabel Argimón, Ángel Estrada and Michel Dietsch
Banco de España, Banco de España and Institut d'Etudes Politiques
Downloads 83 (353,306)
Citation 4

Abstract:

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prudential regulation, regulatory capital, fair value accounting, prudential filters

3.

Modelling and Measuring Business Risk and the Resiliency of Retail Banks

Bundesbank Discussion Paper No. 35/2013
Number of pages: 34 Posted: 21 Jun 2016
Mohamed E. Chaffai and Michel Dietsch
University of Sfax and Institut d'Etudes Politiques
Downloads 30 (550,589)

Abstract:

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Bank solvency, Retail Banking, Business Risk, Efficiency Analysis, Profit Frontier

4.

Lower Bank Capital Requirements as a Policy Tool to Support Credit to SMEs: Evidence From a Policy Experiment?

Banque de France Working Paper No. 789
Number of pages: 45 Posted: 25 Jan 2021
Institut d'Etudes Politiques, Banque de France - Autorité de contrôle Prudentiel, Banque de France and Banque de France
Downloads 21 (606,939)
Citation 1

Abstract:

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SME finance, Credit supply, Basel III, Credit risk modelling, Capital requirement

5.

Technological and Environmental Differences in the European Banking Industries

Posted: 23 Oct 2001
Mohamed E. Chaffai, Michel Dietsch and Ana Lozano-Vivas
University of Sfax, Institut d'Etudes Politiques and University of Malaga

Abstract:

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Malmquist index, productivity, technology, environmental conditions, banking