# Applicability of Large Corporate Credit Models to Small Business Risk Assessment

arXiv: https://arxiv.org/abs/2201.08276 · HTML: https://mlsanity.com/paper/2201.08276/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 1 of its 13 references that are in the map.
- First posted on arXiv 14 Dec 2021.

## Builds on (most cited first, 1 of 1)

- [Application of Deep Neural Networks to assess corporate Credit Rating](https://mlsanity.com/paper/2003.02334/) (2020)

## Abstract (arXiv)

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.