Applicability of Large Corporate Credit Models to Small Business Risk Assessment. (arXiv:2201.08276v1 [q-fin.GN])

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 …

arxiv business corporate credit risk risk assessment small small business