The model, which was prepared following an agreement signed in April 2004 between Unioncamere and Ricerche e Studi (R&S), represents one methodology for scoring the financial solidity of small and medium-size Italian companies, including in relation to the new Basel II agreements shortly to come into force. It was prepared by R&S using a database compiled by Unioncamere, duly reclassified, which currently contains over 900,000 annual reports analysed over a period of four years which is updated annually.
The model’s performances are in line with the leading international models developed out of databases of similar dimensions. A volume describes the methodology used in the the R&S-Unioncamere scoring model and summarizes some of the main results. The contents page of the volume is available for download, plus a summary (excerpt from Unioncamere 2006 report) containing some assessments of the solidity of Italian companies and also of regulatory capital absorption in view of the Basel II agreements shortly to come into force.
The volume costs € 17.50 and may be found in bookshops (ISBN 88-6077-009-2). For further information please contact the research department of Unioncamere:
centrostudi@unioncamere.it
Piazza Sallustio, 21
00187 Rome
Italy
Tel. no.: 0039-06-47041
