Title: A Default Prediction Model for Belgian Manufacturing SMEs
Authors: Lamers, Martien ×
De Jonghe, Frank
Janssens, Ewald #
Issue Date: 1-Jan-2010
Publisher: Larcier
Series Title: Financieel Forum: Bank- en Financiewezen / Forum financier. Revue Bancaire et Financier vol:2010 issue:1 pages:38-42
Abstract: In this paper we develop a default prediction model for Belgian manufacturing SMEs using a dataset of over 5000 companies between 2000 and 2006. We are able to show that this tailor-made model performs markedly better than the generic corporate Z-score model in terms of accurately predicting defaults. Moreover, we discover a possible incentive for banks to invest in more accurate models as they can yield lower capital requirements.
ISSN: 1376-7720
Publication status: published
KU Leuven publication type: AT
Appears in Collections:Physics and Astronomy - miscellaneous
× corresponding author
# (joint) last author

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