SME credit risk model - how to design / where to find data?

Equities, FX, commodities, fixed income, and volatility.
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Alireza21
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Joined: Thu Jan 01, 2004 12:00 am

SME credit risk model - how to design / where to find data?

Post by Alireza21 »

Hi all,



I need to test a loan issuance model for a large family office. Do you know where one could find data on SME default rates, preferrably in Europe? Or do you by chance even know of studies that have done something similar and where one could get inspiration for the structure of such model?



Thank you and best,

A.
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nikol
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Joined: Thu Jan 01, 2004 12:00 am

SME credit risk model - how to design / where to find data?

Post by nikol »

Search for XBRL data
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