发帖
雷达卡
英文标题：
《The Financing of Innovative SMEs: a multicriteria credit rating model》
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作者：
Silvia Angilella and Sebastiano Mazz\\`u
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最新提交年份：
2014
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英文摘要：
Small Medium-sized Enterprises (SMEs) face many obstacles when they try to access credit market. These obstacles are increased if the SMEs are innovative. In this case, financial data are insufficient or even not reliable. Thus, when building a judgemental rating model, mainly based on qualitative criteria (soft information), it is very important to finance SMEs\' activities. Until now, there isn\'t a multicriteria credit risk model based on soft information for innovative SMEs. In this paper, we try to fill this gap by presenting a multicriteria credit risk model, specifically, ELECTRE-TRI. To obtain robust SMEs\' assignments to the risk classes, a SMAA-TRI analysis is also implemented. In fact, SMAA-TRI incorporates ELECTRE-TRI by considering different sets of preference parameters with Monte Carlo simulations. Finally, we carry out some real case studies, with the aim of illustrating the multicriteria credit risk model proposed.
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中文摘要：
中小企业在进入信贷市场时面临诸多障碍。如果中小企业具有创新精神，这些障碍就会增加。在这种情况下，财务数据不足，甚至不可靠。因此，在建立主要基于定性标准（软信息）的判断评级模型时，为中小企业的活动提供资金非常重要。到目前为止，还没有一个基于软信息的创新型中小企业多标准信用风险模型。在本文中，我们试图通过提出一个多标准信用风险模型来填补这一空白，特别是ELECTRE-TRI。为了获得可靠的SME风险等级分配，还实施了SMAA-TRI分析。事实上，SMAA-TRI通过蒙特卡罗模拟考虑不同的偏好参数集，将ELECTRE-TRI结合起来。最后，我们进行了一些实际案例研究，旨在说明所提出的多标准信用风险模型。
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分类信息：
一级分类：Quantitative Finance 数量金融学
二级分类：Risk Management 风险管理
分类描述：Measurement and management of financial risks in trading, banking, insurance, corporate and other applications
衡量和管理贸易、银行、保险、企业和其他应用中的金融风险
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一级分类：Quantitative Finance 数量金融学
二级分类：General Finance 一般财务
分类描述：Development of general quantitative methodologies with applications in finance
通用定量方法的发展及其在金融中的应用
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