Scoring: Failure Risk Management Tool for SMEs in Algeria-Reference-Cited by-同舟云学术

Scoring: Failure Risk Management Tool for SMEs in Algeria

Published:2024-06-01 Issue:1 Volume:29 Page:169-178
ISSN:2451-3148
Container-title:Scientific Bulletin
language:en
Short-container-title:

Author:

Tarhlissia Lamine¹

Affiliation:

1. École Supérieure De Commerce , Algiers , Algeria

Abstract

Abstract Algerian public banks need to implement credit risk management techniques tailored to the specific characteristics of SMEs to prevent the deterioration of the banks’ solvency due to the degradation of the quality of their SME portfolios. In this regard, our main objective is to highlight the interest that credit risk management will have within the People’s Credit of Algeria by developing a Credit Scoring model based on the logistic regression technique, using a sample of 226 SMEs. The study results demonstrate the importance of the logistic regression model in classifying companies and its predictive ability for default, with a good classification rate of 91.2%.

Publisher

Walter de Gruyter GmbH

Link

https://www.sciendo.com/pdf/10.2478/bsaft-2024-0018

Reference14 articles.

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