论文标题
大型公司信贷模型适用于小型企业风险评估
Applicability of Large Corporate Credit Models to Small Business Risk Assessment
论文作者
论文摘要
在美国，小型企业贷款的服务不足市场，美联储估计未满足的年度融资需求超过$ 650B。评估小型企业的信用风险是做出借贷和按什么条款做出良好决定的关键。大型公司拥有一个良好的信用评估生态系统，但是小型企业遭受了有限的公开数据，几乎没有密切覆盖它们的信用分析师（如果有的话）。我们探讨了（基于DL的）大公司信用风险模型对小型企业信用评级的适用性。
There is a massive underserved market for small business lending in the US with the Federal Reserve estimating over \$650B in unmet annual financing needs. Assessing the credit risk of a small business is key to making good decisions whether to lend and at what terms. Large corporations have a well-established credit assessment ecosystem, but small businesses suffer from limited publicly available data and few (if any) credit analysts who cover them closely. We explore the applicability of (DL-based) large corporate credit risk models to small business credit rating.
