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Modelling Credit Risk for SMEs: Evidence from the U.S. Market

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Cited by:

  1. Cathcart, Lara & Dufour, Alfonso & Rossi, Ludovico & Varotto, Simone, 2020. "The differential impact of leverage on the default risk of small and large firms," Journal of Corporate Finance, Elsevier, vol. 60(C).
  2. Clara Cardone-Riportella & Antonio Trujillo-Ponce & Anahí Briozzo, 2013. "Analyzing the role of mutual guarantee societies on bank capital requirements for small and medium-sized enterprises," Journal of Economic Policy Reform, Taylor & Francis Journals, vol. 16(2), pages 142-159, June.
  3. Dang, Jianwei & Motohashi, Kazuyuki, 2012. "Patent value and liquidity: evidence from patent-collateralized loans in China," MPRA Paper 49547, University Library of Munich, Germany.
  4. K.K. Jain & P.K. Gupta & Sanjiv Mittal, 2011. "Logistic Predictive Model for SMEs Financing in India," Vision, , vol. 15(4), pages 331-346, December.
  5. Simon Cornée, 2014. "Soft Information and Default Prediction in Cooperative and Social Banks," Journal of Entrepreneurial and Organizational Diversity, European Research Institute on Cooperative and Social Enterprises, vol. 3(1), pages 89-103, June.
  6. Manuel D. N. T. Oliveira & Fernando A. F. Ferreira & Guillermo O. Pérez-Bustamante Ilander & Marjan S. Jalali, 2017. "Integrating cognitive mapping and MCDA for bankruptcy prediction in small- and medium-sized enterprises," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 68(9), pages 985-997, September.
  7. Ugur, Mehmet & Solomon, Edna & Zeynalov, Ayaz, 2022. "Leverage, competition and financial distress hazard: Implications for capital structure in the presence of agency costs," Economic Modelling, Elsevier, vol. 108(C).
  8. Bitetto, Alessandro & Cerchiello, Paola & Filomeni, Stefano & Tanda, Alessandra & Tarantino, Barbara, 2023. "Machine learning and credit risk: Empirical evidence from small- and mid-sized businesses," Socio-Economic Planning Sciences, Elsevier, vol. 90(C).
  9. Silvia Figini & Roberto Savona & Marika Vezzoli, 2016. "Corporate Default Prediction Model Averaging: A Normative Linear Pooling Approach," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 23(1-2), pages 6-20, January.
  10. Sanghoon Lee & Keunho Choi & Donghee Yoo, 2023. "Building a core rule-based decision tree to explain the causes of insolvency in small and medium-sized enterprises more easily," Palgrave Communications, Palgrave Macmillan, vol. 10(1), pages 1-16, December.
  11. Jiang, Cuiqing & Yin, Chang & Tang, Qian & Wang, Zhao, 2023. "The value of official website information in the credit risk evaluation of SMEs," Journal of Business Research, Elsevier, vol. 169(C).
  12. Pranith Kumar Roy & Krishnendu Shaw, 2021. "A multicriteria credit scoring model for SMEs using hybrid BWM and TOPSIS," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-27, December.
  13. Egor O. Bukharin & Sofia I. Mangileva & Vladislav V. Afanasev, 2024. "Default Prediction for Russian Food Service Firms: Contribution of Non-Financial Factors and Machine Learning," Journal of Applied Economic Research, Graduate School of Economics and Management, Ural Federal University, vol. 23(1), pages 206-226.
  14. Andreeva, Galina & Calabrese, Raffaella & Osmetti, Silvia Angela, 2016. "A comparative analysis of the UK and Italian small businesses using Generalised Extreme Value models," European Journal of Operational Research, Elsevier, vol. 249(2), pages 506-516.
  15. Bátiz-Zuk Enrique & Mohamed Abdulkadir & Sánchez-Cajal Fátima, 2021. "Exploring the sources of loan default clustering using survival analysis with frailty," Working Papers 2021-14, Banco de México.
  16. Antonio Trujillo-Ponce & Reyes Samaniego-Medina & Clara Cardone-Riportella, 2014. "Examining what best explains corporate credit risk: accounting-based versus market-based models," Journal of Business Economics and Management, Taylor & Francis Journals, vol. 15(2), pages 253-276, April.
  17. Scott McCarthy & Barry Oliver & Martie-Louise Verreynne, 2017. "Bank financing and credit rationing of Australian SMEs," Australian Journal of Management, Australian School of Business, vol. 42(1), pages 58-85, February.
  18. Gupta, Jairaj & Gregoriou, Andros, 2018. "Impact of market-based finance on SMEs failure," Economic Modelling, Elsevier, vol. 69(C), pages 13-25.
  19. Vidimlić Selma, 2019. "Innovated Altman’s Model as a Predictor of Malfunctioning of Small and Medium-Sized Businesses in Bosnia and Herzegovina," Economic Themes, Sciendo, vol. 57(1), pages 21-33, March.
  20. Marco Corazza & Giovanni Fasano & Stefania Funari & Riccardo Gusso, 2021. "MURAME parameter setting for creditworthiness evaluation: data-driven optimization," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 44(1), pages 295-339, June.
  21. Tang, Lingxiao & Cai, Fei & Ouyang, Yao, 2019. "Applying a nonparametric random forest algorithm to assess the credit risk of the energy industry in China," Technological Forecasting and Social Change, Elsevier, vol. 144(C), pages 563-572.
  22. Zhou, Ying & Shen, Long & Ballester, Laura, 2023. "A two-stage credit scoring model based on random forest: Evidence from Chinese small firms," International Review of Financial Analysis, Elsevier, vol. 89(C).
  23. Andrikopoulos, Panagiotis & Khorasgani, Amir, 2018. "Predicting unlisted SMEs' default: Incorporating market information on accounting-based models for improved accuracy," The British Accounting Review, Elsevier, vol. 50(5), pages 559-573.
  24. Serrano-Cinca, Carlos & Gutiérrez-Nieto, Begoña & Bernate-Valbuena, Martha, 2019. "The use of accounting anomalies indicators to predict business failure," European Management Journal, Elsevier, vol. 37(3), pages 353-375.
  25. Taghizadeh-Hesary, Farhad & Yoshino, Naoyuki & Fukuda, Lisa, 2019. "Gender and Corporate Success: An Empirical Analysis of Gender-Based Corporate Performance on a Sample of Asian Small and Medium-Sized Enterprises," ADBI Working Papers 937, Asian Development Bank Institute.
  26. Nur Adiana Hiau Abdullah & Muhammad M. Ma'aji & Karren Lee-Hwei Khaw, 2016. "The Value of Governance Variables in Predicting Financial Distress Among Small and Medium-Sized Enterprises in Malaysia," Asian Academy of Management Journal of Accounting and Finance (AAMJAF), Penerbit Universiti Sains Malaysia, vol. 12(Suppl. 1), pages 1-77–91.
  27. Antonio Fabio Forgione & Carlo Migliardo, 2019. "An empirical analysis of the impact of trade credit on bank debt restructuring," Economia Politica: Journal of Analytical and Institutional Economics, Springer;Fondazione Edison, vol. 36(2), pages 415-438, July.
  28. Mauro Paoloni & Massimiliano Celli, 2018. "Crisi delle PMI e strumenti di warning. Un test di verifica nel settore manifatturiero," MANAGEMENT CONTROL, FrancoAngeli Editore, vol. 2018(2), pages 85-106.
  29. Vitor Gonçalves & Francisco Vitorino Martins & Elísio Brandão, 2014. "The Determinants of Credit Default on Portuguese Start-Up Firms: .An Econometric model," FEP Working Papers 534, Universidade do Porto, Faculdade de Economia do Porto.
  30. Sanghoon Lee & Keunho Choi & Donghee Yoo, 2020. "Predicting the Insolvency of SMEs Using Technological Feasibility Assessment Information and Data Mining Techniques," Sustainability, MDPI, vol. 12(23), pages 1-17, November.
  31. Sunghwa Park & Hyunsok Kim & Janghan Kwon & Taeil Kim, 2021. "Empirics of Korean Shipping Companies’ Default Predictions," Risks, MDPI, vol. 9(9), pages 1-17, September.
  32. Sigrist, Fabio & Leuenberger, Nicola, 2023. "Machine learning for corporate default risk: Multi-period prediction, frailty correlation, loan portfolios, and tail probabilities," European Journal of Operational Research, Elsevier, vol. 305(3), pages 1390-1406.
  33. Chiara Pederzoli & Grid Thoma & Costanza Torricelli, 2011. "Modelling credit risk for innovative firms: the role of innovation measures," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0025, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
  34. Gianpaolo Iazzolino & Rossella Gabriele, 2016. "Energy Efficiency and Sustainable Development: An Analysis of Financial Reliability in Energy Service Companies Industry," International Journal of Energy Economics and Policy, Econjournals, vol. 6(2), pages 222-233.
  35. Medina-Olivares, Victor & Calabrese, Raffaella & Dong, Yizhe & Shi, Baofeng, 2022. "Spatial dependence in microfinance credit default," International Journal of Forecasting, Elsevier, vol. 38(3), pages 1071-1085.
  36. David Johnstone, 2007. "Discussion of Altman and Sabato," Abacus, Accounting Foundation, University of Sydney, vol. 43(3), pages 358-362, September.
  37. Yacine Belghitar & Andrea Moro & Nemanja Radić, 2022. "When the rainy day is the worst hurricane ever: the effects of governmental policies on SMEs during COVID-19," Small Business Economics, Springer, vol. 58(2), pages 943-961, February.
  38. repec:zbw:rwirep:0430 is not listed on IDEAS
  39. Mazni Asrida Abdullah & Azlina Ahmad & Nor Azam Mat Nayan & Zubir Azhar & Abd-Razak Ahmad, 2020. "Credit Risk Assessment Models of Retail Microfinancing: The Case of a Malaysian National Savings Bank¡¯s Branch," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 11(3), pages 73-83, June.
  40. Candida Bussoli & Mariateresa Cuoccio & Claudio Giannotti, 2021. "Discriminant Analysis and Firms’ Bankruptcy: Evidence from European SMEs," International Journal of Business and Management, Canadian Center of Science and Education, vol. 14(12), pages 164-164, July.
  41. Karen Benson & Peter M Clarkson & Tom Smith & Irene Tutticci, 2015. "A review of accounting research in the Asia Pacific region," Australian Journal of Management, Australian School of Business, vol. 40(1), pages 36-88, February.
  42. Duarte Trigueiros, 2019. "Improving the effectiveness of predictors in accounting-based models," Journal of Applied Accounting Research, Emerald Group Publishing Limited, vol. 20(2), pages 207-226, June.
  43. Dean Fantazzini & Raffaella Calabrese, 2021. "Crypto Exchanges and Credit Risk: Modeling and Forecasting the Probability of Closure," JRFM, MDPI, vol. 14(11), pages 1-23, October.
  44. Lutz Hahnenstein & Gerrit Köchling & Peter N. Posch, 2021. "Do firms hedge in order to avoid financial distress costs? New empirical evidence using bank data," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 48(3-4), pages 718-741, March.
  45. Brini, Alessio & Tedeschi, Gabriele & Tantari, Daniele, 2023. "Reinforcement learning policy recommendation for interbank network stability," Journal of Financial Stability, Elsevier, vol. 67(C).
  46. Clement R. Mumba Jr, 2024. "Factors Influencing Sustainable Entrepreneurship Development in Zambia: A Case Study of Chingola Town," International Journal of Research and Innovation in Social Science, International Journal of Research and Innovation in Social Science (IJRISS), vol. 8(3s), pages 4019-4084, September.
  47. Chiara Pederzoli & Grid Thoma & Costanza Torricelli, 2013. "Modelling Credit Risk for Innovative SMEs: the Role of Innovation Measures," Journal of Financial Services Research, Springer;Western Finance Association, vol. 44(1), pages 111-129, August.
  48. Dean Fantazzini & Stephan Zimin, 2020. "A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, vol. 47(1), pages 19-69, March.
  49. McGuinness, Gerard & Hogan, Teresa & Powell, Ronan, 2018. "European trade credit use and SME survival," Journal of Corporate Finance, Elsevier, vol. 49(C), pages 81-103.
  50. Kim, Irene & Skinner, Douglas J., 2012. "Measuring securities litigation risk," Journal of Accounting and Economics, Elsevier, vol. 53(1), pages 290-310.
  51. Calabrese, Raffaella, 2023. "Contagion effects of UK small business failures: A spatial hierarchical autoregressive model for binary data," European Journal of Operational Research, Elsevier, vol. 305(2), pages 989-997.
  52. Evangelos C. Charalambakis, 2014. "On corporate financial distress prediction: what can we learn from private firms in a small open economy?," Working Papers 188, Bank of Greece.
  53. Mehmet Karan & Aydın Ulucan & Mustafa Kaya, 2013. "Credit risk estimation using payment history data: a comparative study of Turkish retail stores," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 21(2), pages 479-494, March.
  54. Filipe, Sara Ferreira & Grammatikos, Theoharry & Michala, Dimitra, 2016. "Forecasting distress in European SME portfolios," Journal of Banking & Finance, Elsevier, vol. 64(C), pages 112-135.
  55. Mazmira Adan & Saiful Izzuan Hussain & Humaida Banu Samsudin, 2020. "Understanding the Economic Linkages among Small and Medium Enterprises, Economic Growth, and Employees in Malaysia," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 10(11), pages 1309-1320, November.
  56. Fabrizio Bava & Massimo Cane & Melchior Gromis di Trana, 2020. "Can a quantitative approach be mitigated? Proposals for the application of the "early warnings" required by the new Italian Insolvency Code," FINANCIAL REPORTING, FrancoAngeli Editore, vol. 2020(2), pages 33-61.
  57. Agustín J. Sánchez-Medina & Félix Blázquez-Santana & Jesús B. Alonso, 2019. "Do Auditors Reflect the True Image of the Company Contrary to the Clients’ Interests? An Artificial Intelligence Approach," Journal of Business Ethics, Springer, vol. 155(2), pages 529-545, March.
  58. Frieda Rikkers & Andre E. Thibeault, 2009. "A Structural form Default Prediction Model for SMEs, Evidence from the Dutch Market," Multinational Finance Journal, Multinational Finance Journal, vol. 13(3-4), pages 229-264, September.
  59. Fergal McCann & Tara McIndoe-Calder, 2015. "Firm size, credit scoring accuracy and banks' production of soft information," Applied Economics, Taylor & Francis Journals, vol. 47(33), pages 3594-3611, July.
  60. Zhichao Luo & Pingyu Hsu & Ni Xu, 2020. "SME Default Prediction Framework with the Effective Use of External Public Credit Data," Sustainability, MDPI, vol. 12(18), pages 1-18, September.
  61. Doris Madhi, 2017. "The Macroeconomic Factors Impact on Liquidity Risk: The Albanian Banking System Case," European Journal of Economics and Business Studies Articles, Revistia Research and Publishing, vol. 3, ejes_v3_i.
  62. Chandera, Yane & Utama, Cynthia Afriani & Husodo, Zaäfri Ananto & Setia-Atmaja, Lukas, 2018. "The co-insurance effect hypothesis and the cost of bank loans: Evidence from Indonesian pyramidal business groups," Global Finance Journal, Elsevier, vol. 37(C), pages 100-122.
  63. Yu Zhao & Huaming Du & Qing Li & Fuzhen Zhuang & Ji Liu & Gang Kou, 2022. "A Comprehensive Survey on Enterprise Financial Risk Analysis from Big Data Perspective," Papers 2211.14997, arXiv.org, revised May 2023.
  64. Edward I. Altman & Marco Balzano & Alessandro Giannozzi & Stjepan Srhoj, 2023. "Revisiting SME default predictors: The Omega Score," Journal of Small Business Management, Taylor & Francis Journals, vol. 61(6), pages 2383-2417, November.
  65. Ansgar Belke & Florian Verheyen, 2013. "Finance Access of SMEs: What Role for the ECB?," ROME Working Papers 201311, ROME Network.
  66. McCann, Fergal & McIndoe-Calder, Tara, 2012. "Determinants of SME Loan Default: The Importance of Borrower-Level Heterogeneity," Research Technical Papers 06/RT/12, Central Bank of Ireland.
  67. Enrique Batiz‐Zuk & Fabrizio López‐Gallo & Abdulkadir Mohamed & Fátima Sánchez‐Cajal, 2022. "Determinants of loan survival rates for small and medium‐sized enterprises: Evidence from an emerging economy," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(4), pages 4741-4755, October.
  68. Dimitra Michala & Theoharry Grammatikos & Sara Ferreira Filipe, 2013. "Forecasting distress in European SME portfolios," LSF Research Working Paper Series 13-2, Luxembourg School of Finance, University of Luxembourg.
  69. Emilia Bonaccorsi di Patti & Alessio D’Ignazio & Marco Gallo & Giacinto Micucci, 2015. "The Role of Leverage in Firm Solvency: Evidence From Bank Loans," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 1(2), pages 253-286, July.
  70. Hyongmook Cheong & Boyoung Kim & Ivan Ureta Vaquero, 2023. "A Data Valuation Model to Estimate the Investment Value of Platform Companies: Based on Discounted Cash Flow," JRFM, MDPI, vol. 16(6), pages 1-17, June.
  71. Paramonovs Sergejs & Ijevleva Ksenija, 2015. "The Role of Marketing Tools in the Improvement of Consumers Financial Literacy," Acta Universitatis Sapientiae, Economics and Business, Sciendo, vol. 27(1), pages 40-45, December.
  72. Fabrizio Coricelli & Marco Frigerio, 2019. "Interenterprise Credit and Adjustment during Financial Crises: The Role of Firm Size," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(6), pages 1547-1580, September.
  73. Modina, Michele & Pietrovito, Filomena & Gallucci, Carmen & Formisano, Vincenzo, 2023. "Predicting SMEs’ default risk: Evidence from bank-firm relationship data," The Quarterly Review of Economics and Finance, Elsevier, vol. 89(C), pages 254-268.
  74. Holian, Matthew & Joffe, Marc, 2013. "Assessing Municipal Bond Default Probabilities," MPRA Paper 46728, University Library of Munich, Germany.
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  76. Zhu, You & Zhou, Li & Xie, Chi & Wang, Gang-Jin & Nguyen, Truong V., 2019. "Forecasting SMEs' credit risk in supply chain finance with an enhanced hybrid ensemble machine learning approach," International Journal of Production Economics, Elsevier, vol. 211(C), pages 22-33.
  77. Gupta, Jairaj & Wilson, Nicholas & Gregoriou, Andros & Healy, Jerome, 2014. "The effect of internationalisation on modelling credit risk for SMEs: Evidence from UK market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 31(C), pages 397-413.
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  79. Francesco Ciampi, 2018. "Using Prior Payment Behavior Variables for Small Enterprise Default Prediction Modelling," International Journal of Business and Management, Canadian Center of Science and Education, vol. 13(4), pages 1-57, March.
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  113. Lin, Hsiou-Wei William & Lo, Huai-Chun & Wu, Ruei-Shian, 2016. "Modeling default prediction with earnings management," Pacific-Basin Finance Journal, Elsevier, vol. 40(PB), pages 306-322.
  114. Dong, Yan & Wang, Cong, 2021. "The effect of stimulus policy on lending behavior and bank risk: Evidence from the Chinese banking sector," Emerging Markets Review, Elsevier, vol. 49(C).
  115. Evangelos C. Charalambakis & Ian Garrett, 2019. "On corporate financial distress prediction: What can we learn from private firms in a developing economy? Evidence from Greece," Review of Quantitative Finance and Accounting, Springer, vol. 52(2), pages 467-491, February.
  116. Askoldas Podviezko & Ralph Kurschus & Giedre Lapinskiene, 2019. "Eliciting Weights of Significance of Criteria for a Monitoring Model of Performance of SMEs for Successful Insolvency Administrator’s Intervention," Sustainability, MDPI, vol. 11(20), pages 1-16, October.
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