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A credit risk model for Italian SMEs

Barbara Luppi (), Massimiliano Marzo () and Antonello Scorcu ()

Working Papers from Dipartimento Scienze Economiche, Universita' di Bologna

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.

Date: 2007-07
New Economics Papers: this item is included in nep-fmk and nep-rmg
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Persistent link: https://EconPapers.repec.org/RePEc:bol:bodewp:600

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