The relation between banks and SMEs in south of Italy and Apulia are studied in this article. The empirical analysis of these relations is made with help of scoring models for default risk measurement: discriminant analysis and z-score. The analysis has revealed that the revised z-score doesn’t not highlight a high probability of default, although the (median) values obtain fall inside the grey area, in which the model is unable to distinguish between good and bad firms.

BANKS AND APULIAN SMEs: IS IT A QUALITY RELATION?

CUOCCIO, MARIATERESA;BUSSOLI, CANDIDA
2009

Abstract

The relation between banks and SMEs in south of Italy and Apulia are studied in this article. The empirical analysis of these relations is made with help of scoring models for default risk measurement: discriminant analysis and z-score. The analysis has revealed that the revised z-score doesn’t not highlight a high probability of default, although the (median) values obtain fall inside the grey area, in which the model is unable to distinguish between good and bad firms.
default risk management; scoring models
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/20.500.12572/692
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