Tatarelli, Alessandra (A.A. 2021/2022) A logit model to estimate the probability of default of Italian SMEs in the agri-food sector. Tesi di Laurea in Risk management, Luiss Guido Carli, relatore Daniele Penza, pp. 126. [Master's Degree Thesis]

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Abstract/Index

Credit risk and regulation. Definition of credit risk and sources. Definition of Small and medium enterprises (SME). The agri-food sector. The parameters to estimate the expected loss: PD, LGD and EAD. The unexpected loss. Models to estimate the PD using financial ratios. Overview of bankruptcies studies. The multiple discriminant analysis. The logit model. The probit model. The Artificial neural network (ANN). Which is the best model? The model. Purpose of the model. Modelling credit risk in SME in Italy: a literature review. The development of the model.

References

Bibliografia: pp. 113-121. Sitografia: pp. 122-125.

Thesis Type:	Master's Degree Thesis
Institution:	Luiss Guido Carli
Degree Program:	Master's Degree Programs > Master's Degree program in Corporate Finance, English language (LM-77)
Chair:	Risk management
Thesis Supervisor:	Penza, Daniele
Thesis Co-Supervisor:	Comana, Mario
Academic Year:	2021/2022
Session:	Autumn
Deposited by:	Alessandro Perfetti
Date Deposited:	27 Feb 2023 14:44
Last Modified:	27 Feb 2023 14:44
URI:	https://tesi.luiss.it/id/eprint/35248

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