Evaluation of SMEs’ solvency risk using a dual approach (notice n° 168725)
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|---|---|
| fixed length control field | 01443cam a2200301 4500500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20250112034553.0 |
| 041 ## - LANGUAGE CODE | |
| Language code of text/sound track or separate title | fre |
| 042 ## - AUTHENTICATION CODE | |
| Authentication code | dc |
| 100 10 - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Levy, Aldo |
| Relator term | author |
| 245 00 - TITLE STATEMENT | |
| Title | Evaluation of SMEs’ solvency risk using a dual approach |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Date of publication, distribution, etc. | 2021.<br/> |
| 500 ## - GENERAL NOTE | |
| General note | 43 |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | Credit risk prediction and borrower solvency has been widely discussed in the financial and accounting literature. Many prediction models have been developed to assess this risk for borrowers studied separately. However, a loan is a component of a lending institution’s debt portfolio. The aim of this work is to assess the risk of borrower solvency default using a dual approach. The first attempts to assess credit risk on an individual scale using the Logit model. The second assesses the risk of the overall portfolio through the CreditRisk+ model, using a sample of 500 SMEs in the Algerian private sector over the year 2016. |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | classification |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | portfolio |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | risk |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | credit |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | solvency default |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | classification |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | portfolio |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | risk |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | credit |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | solvency default |
| 700 10 - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Baha, Riad |
| Relator term | author |
| 700 10 - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Bouzar, Safia |
| Relator term | author |
| 786 0# - DATA SOURCE ENTRY | |
| Note | Management & Prospective | Volume 38 | 1 | 2021-04-27 | p. 51-70 |
| 856 41 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="https://shs.cairn.info/journal-gestion-2000-2021-1-page-51?lang=en">https://shs.cairn.info/journal-gestion-2000-2021-1-page-51?lang=en</a> |
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