SME Funding pp 139-171 | Cite as

SME Credit Rating Models: A New Approach



This chapter describes the methodology and the estimation and validation process of a proprietary SME Credit Rating Model (DefaultMetrics™ 2.0) developed by Capital Investment S.r.l. based on mid-corporate and SME commercial bank databases. The accuracy of the model relies on the integration of accounting information and behavioral information. The related modeling incorporates the author’s 20-year experience in applied research and in modeling customer–bank relationships. This model gains leverage on data from the Italian CCR, which is strongly predictive of default events as explained in this chapter and in Sects. 4.6, 4.7, 4.8, and 4.9.


Credit Risk Behavioral Module Bank Relationship Bank Capital Credit Line 
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Copyright information

© The Author(s) 2017

Authors and Affiliations

  1. 1.Springrowth SGRMilanItaly
  2. 2.ABIRomeItaly
  3. 3.EPIC SIMMilanItaly
  4. 4.Sapienza Università di RomaRomeItaly

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