search query: @indexterm Banks / total: 1629
reference: 179 / 1629
| Author: | Grunert, J. |
| Title: | Mittelstand und Basel II: Der Einfluss der neuen Eigenkapitalvereinbarung fur Banken auf die Kalkulation von Kreditzinsen |
| Journal: | Zeitschrift für Betriebswirtschaft
2002 : OCT, VOL. 72:10, p. 1045-1064 |
| Index terms: | GERMANY BANKS DATA ANALYSIS |
| Language: | ger |
| Abstract: | In the current discussion about the new regulatory capital requirements ("Basel II") it has often been argued, that the so-called German "Mittelstand", the term for German small and medium enterprises, will have to pay higher loan interest rates in the future. To examine this hypothesis, the authors use credit file data from German banks to calculate under simplifying assumptions how the calculation of loan interest rates is influenced by changing regulatory capital requirements. According to different Basel II-formulate loan interest rates of the considered companies could rise on average by 245 respectively 108 basis points. Eventually, it is analyzed whether smaller enterprises in the sample exhibit a particular poor rating and thus might suffer more heavily. |
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