Predicting unlisted SMEs' default: Incorporating market information on accounting-based models for improved accuracy

Volume: 50, Issue: 5, Pages: 559 - 573
Published: Sep 1, 2018
Abstract
The risk associated with lending to small businesses has become more important since regulations started obliging banks to use separate procedures in assessing SMEs' credit worthiness. However, current accounting-based models for SMEs do not account for the impact of market information on default prediction. We fill this gap in the literature by introducing a hybrid default prediction model for unlisted SMEs that uses market information of...
Paper Details
Title
Predicting unlisted SMEs' default: Incorporating market information on accounting-based models for improved accuracy
Published Date
Sep 1, 2018
Volume
50
Issue
5
Pages
559 - 573
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