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SMEs: Credit Risk Modeling

In: Retail Credit Risk Management

Author

Listed:
  • Emanuele Giovannini

Abstract

In this chapter we discuss credit risk modeling with particular respect to the small-medium enterprise (SME) segment. After a brief introduction to the meaning and the purposes of an internal rating system, the first part introduces the main differences between internal rating models (that is, bank systems) and external rating models (external agency systems). Given the aims of this chapter, we will concentrate more on bank models explaining the different types of internal systems, the related parameters and the regulation issues.

Suggested Citation

  • Emanuele Giovannini, 2013. "SMEs: Credit Risk Modeling," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Mario Anolli & Elena Beccalli & Tommaso Giordani (ed.), Retail Credit Risk Management, chapter 4, pages 77-90, Palgrave Macmillan.
    • Handle: RePEc:pal:pmschp:978-1-137-00676-9_4
    DOI: 10.1057/9781137006769_4
    as

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