---
title: Credit Risk Modelling in Euro Area during COVID-19
url: https://www.ml-quant.com/papers/ssrn/4859610/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4859610
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4859610
featured: 2024-06-12
citations: unknown
topic: Risk, Credit & Banking
---


# Credit Risk Modelling in Euro Area during COVID-19

The study creates a logistic regression model to evaluate the impact of the COVID-19 pandemic on nonfinancial firms' default probability, emphasizing the need for robust predictive models.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4859610
- Identifier: SSRN 4859610
- Released: 2023-08-08
- First featured: Quant Letter No. 53 (2024-06-12): https://www.ml-quant.com/issues/2024-06-12/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Risk, Credit & Banking

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