Loss given default (LGD) is one of key parameters to estimate credit risk in an internal rating based approach considered in The New Basel Capital Accord. The aim of this paper is to find determinants of LGD using a set of firm loan micro-data of an anonymous Czech commercial bank. We find that LGD is driven primarily by the period of loan origination, relative value of collateral, loan size and length of business relationship. Different models employed in our analysis provide similar results; in more complex models, log-log models appear to perform better, implying an asymmetric response of the dependent variable. 1.

Small and medium enterprises (SMEs) have historically been the basis of economic activity, and micro companies dominate the SME segment. Micro companies are often

structure in the supply-side of SME banking and pinpoints how best practices in international banking system can form examples for banks that prioritize growth in SME segment. New articles in this journal are licensed under a Creative Commons Attribution 3.0 United States License.

The fact that information and communication technology OCT) has a significant impact on industries and single organizations is an already established and well researched issue. Markets are changing - becoming faster, bigger, more standardized as well as segmented, and more competitive. ICT has

Within the commercial client segment, small business lending is gradually becoming a major target for many banks. The new Basel Capital Accord has helped the financial sector to recognize small and medium sized enterprises (SMEs) as a client, distinct from the large corporate. Some argue

Within the commercial client segment, small business lending is gradually becoming a major target for many banks. The new Basel Capital Accord has helped the financial sector to recognize small and medium sized enterprises (SMEs) as a client, distinct from the large corporate. Some argue

Abstract: The paper deals with identification of segments of SME in Moravian Silesian region (MSR) based upon a survey of information and communication technologies (ICT) utilization among small and medium enterprises (SME). The aim of the paper is to suggest a segmentation of SME with regard

not suggest any strong segmentation in SME credit markets among large organizations.

to the SME customer segment in Australia. Field of Research: Banking and Financial Services Marketing 1.

short statistical review has been done as well as survey was carried out. The main result of the investigation is that, despite SMEs make a considerable number of business enterprises in Georgia, they have occupied insignificant segment of Georgian economy according to their contribution into the main