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...

This paper applies mainstream statistical techniques (linear discriminant analysis and logistic regression) to a sample of over 6,000 Italian firms in the attempt to develop two distress prediction models, specifically constructed for SEs and taking into account diversity of size, geographical...