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.
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