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A credit risk model for Italian SMEs
Luppi, Barbara; Marzo, Massimiliano; Scorcu, Antonello E. - 2007
Persistent link: https://www.econbiz.de/10003911208
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The bank-firm relationship in default prediction models : an analysis on a sample of Italian firms
Formisano, Vincenzo; Gallucci, Carmen; Modina, Michele; … - 2016
and about 12,000 firms operating in Italy, between 2012 and 2013, this paper documents that checking accounts and long …
Persistent link: https://www.econbiz.de/10015409625
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Determinants of SME Credit Worthiness Under Basel Rules : The Value of Credit History Information
Dainelli, Francesco - 2013
The Basel III Accord has reportedly had an impact on SME financing. In this paper, we aim to highlight the determinants … of SME credit worthiness. We use credit history in addition to financial ratios and “hybrid” indicators that have been …
Persistent link: https://www.econbiz.de/10013082738
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A new pricing approach for SME loans issued by commercial banks based on credit score mapping and Archimedean Copula simulation
Liu, Chang; Shi, Haoming; Cai, Yujun; Shen, Shu; Lin, … - In: Journal of business economics and management 20 (2019) 4, pp. 618-632
The traditional loans pricing methods are usually based on risk measures of individual loan's characteristics without considering the correlation between the defaults of different loans and the contribution of individual loans to the entire loan portfolio. In this study, using account-level...
Persistent link: https://www.econbiz.de/10012175768
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Comparison of different methods of credit risk management of the commercial bank to accelerate lending activities for SME segment
Cipovova, Eva; Dlaskova, Gabriela - 2016
Persistent link: https://www.econbiz.de/10012009577
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SME credit risk analysis using bank lending data : an analysis of Thai SMEs
Yoshino, Naoyuki; Taghizadeh-Hesary, Farhad; … - 2015
development of the SME sector is the lack of stable finance. Considering the bank-dominated characteristic of economies in Asia …
Persistent link: https://www.econbiz.de/10011305386
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Are Credit Scoring Models Able to Predict Small Enterprise Default? Statistical Evidence from Italian Small Enterprises
Ciampi, Francesco - 2013
vital importance in countries like Italy with large numbers of SEs. This paper applies mainstream statistical techniques … North and in manufacturing firms. The success rate is lower in smaller firms and for those located in Southern Italy. Our …
Persistent link: https://www.econbiz.de/10013086967
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Machine learning techniques for default prediction : an application to small Italian companies
Bazzana, Flavio; Bee, Marco; Khatir, Ahmed Almustfa … - In: Risk management : an international journal 26 (2024) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10014478823
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Credit scoring : Does XGboost outperform logistic regression?A test on Italian SMEs
Zedda, Stefano - In: Research in international business and finance 70 (2024) 2, pp. 1-28
Persistent link: https://www.econbiz.de/10015056944
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Credit scoring in SME asset-backed securities : an Italian case study
Bedin, Andrea; Billio, Monica; Costola, Michele; … - 2019
We investigate the default probability, recovery rates and loss distribution of a portfolio of securitised loans granted to Italian small and medium enterprises (SMEs). To this end, we use loan level data information provided by the European DataWarehouse platform and employ a logistic...
Persistent link: https://www.econbiz.de/10012111366