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
Tipologia del documento
Monografia (Working paper)
Autori
AutoreAffiliazioneORCID
Luppi, Barbara
Marzo, Massimiliano
Scorcu, Antonello E
Parole chiave
Credit risk, SME finance, probability of default
Settori scientifico-disciplinari
ISSN
2282-6483
DOI
Data di deposito
26 Feb 2016 08:52
Ultima modifica
26 Feb 2016 08:52
URI

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