ПРИЛОЖЕНИЕ НА ЛОГИСТИЧНАТА РЕГРЕСИЯ ПРИ ОЦЕНКА НА КРЕДИТНИЯ РИСК НА МСП
APPLICATION OF LOGISTIC REGRESSION IN ASSESSING THE CREDIT RISK OF SMES

Author(s): Hristina Vasileva
Subject(s): Economy, Business Economy / Management
Published by: Икономически университет - Варна
Keywords: log it regression; credit risk
Summary/Abstract: Bank lending is the main financing source for small and medium-sized enterprises. At the same time, banks consider SME lending riskier than large enterprise. As result the rejection rate of SME loans and interest rates are higher than large enterprises. Thus, access to finance for SMEs is more difficult than large companies.. The purpose of the author is to present the nature of logistic regression and its application in the creation of credit risk assessment models, expressed through the ptobability of default; highlighting the advantages, disadvantages and difficulties of building a model through logistic regression and testing it; study of existing logistic regression models with a view to the future construction and adaptation of such a model, taking into account the peculiarities of SME financing in Bulgaria.

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