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Integrating Industrial and Financial Analysis into a Rating Methodology for Corporate Risk Detection: The Case of the Vicenza Manufacturing Firms

In: Mathematical and Statistical Methods for Actuarial Sciences and Finance

Author

Listed:
  • Guido Max Mantovani

    (HERMES-Universities)

  • Giancarlo Coro

    (Ca’ Foscari University of Venice)

  • Paolo Gurisatti

    (Ca’ Foscari University of Venice)

  • Mattia Mestroni

    (Ca’ Foscari University of Venice)

Abstract

Banks weakness derived from rating models that produce cyclical effects on credit availability and are not able to anticipate anti-cyclical firms’ trends. The aim of the paper is to develop a framework for an original rating methodology derived from integration of industrial and financial analysis able to identify best performers in crisis scenarios (anti-cyclically). Industrial analysis is based on firm heterogeneity approaches to measure three dimensions of analysis: innovation, internationalization and growth. Financial analysis focuses on operational return and risks measures and develops an integrated classification of firms using standardized XBRL financial data. Further integration of the two methodologies is used to create the effective set of information needed for rating system.

Suggested Citation

  • Guido Max Mantovani & Giancarlo Coro & Paolo Gurisatti & Mattia Mestroni, 2014. "Integrating Industrial and Financial Analysis into a Rating Methodology for Corporate Risk Detection: The Case of the Vicenza Manufacturing Firms," Springer Books, in: Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, edition 127, pages 133-136, Springer.
    • Handle: RePEc:spr:sprchp:978-3-319-05014-0_31
    DOI: 10.1007/978-3-319-05014-0_31
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