A credit risk model for Italian SMEs

Luppi, Barbara ; Marzo, Massimiliano ; Scorcu, Antonello E (2007) A credit risk model for Italian SMEs. Bologna: Dipartimento di Scienze economiche DSE, p. 37. DOI 10.6092/unibo/amsacta/4674. In: Quaderni - Working Paper DSE (600). ISSN 2282-6483.
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Abstract

We use a multiple-factor credit risk model to provide new estimates of default probabilities in a sample of Italian Small and Medium-sized Enterprises. Results show that, on average, SMEs are riskier than large businesses within the retail segment. It is possible to distinguish different segments inside the SMEs’ population based on geographical location, sector of activity and juridical status.

Abstract
Document type
Monograph (Working Paper)
Creators
CreatorsAffiliationORCID
Luppi, Barbara
Marzo, Massimiliano
Scorcu, Antonello E
Keywords
Credit risk, SME finance, probability of default
Subjects
ISSN
2282-6483
DOI
Deposit date
26 Feb 2016 08:52
Last modified
26 Feb 2016 08:52
URI

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