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Creditworthiness and scoring analysis of the Italian Smes using multiple informative sources during the financia

Author

Listed:
  • Marco Corazza

    (Università Ca’ Foscari Venezia)

  • Stefania Funari

    (Università Ca’ Foscari Venezia)

  • Riccardo Gusso

    (Università Ca’ Foscari Venezia)

Abstract

In this paper a particular multicriteria decision aid approach is used in order to evaluate the creditworthiness of a set of about 14,000 Italian firms viewed as potential applicants for bank loans in the 2006-2008 period. The methodology is able to consider simultaneously all factors affecting the applicant firms’ solvency level.The results in terms of scoring, classification into homogeneous rating classes and migration probabilities point out distinct behaviors – partly influenced by the crisis situation – both among the various rating classes groups and during the various years considered in the analysis

Suggested Citation

  • Marco Corazza & Stefania Funari & Riccardo Gusso, 2012. "Creditworthiness and scoring analysis of the Italian Smes using multiple informative sources during the financia," BANCARIA, Bancaria Editrice, vol. 1, pages 47-63, January.
    • Handle: RePEc:ban:bancar:v:01:y:2012:m:january:p:47-63
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    File URL: http://www.bancariaeditrice.it/prodotti/vedi/prodotto/id/2598/bancaria-n-1-2012
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    More about this item

    Keywords

    merito creditizio; metodologie multicriteriali; crisi economico-finanziaria; classi di rating; probabilità di migrazione;
    All these keywords.

    JEL classification:

    • C02 - Mathematical and Quantitative Methods - - General - - - Mathematical Economics
    • G20 - Financial Economics - - Financial Institutions and Services - - - General
    • G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill

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