2021 Malaysia SME Industry Risk Indicators

This is summarize dataset of financial risk indicators of Malaysia SMEs. There are 5 parameters including probability of default (PD), recovery rate, loss given default (LGD), loan share and expected return. There are also 5 sectors in the dataset, agriculture, manufacturing, construction, services and refining (others).Probability of Default (PD): Extracted from Lee & Liang (2022). All the data extracted are for the purpose of estimation of the enterprise risk management or related research.The main references are:[1] Lee, L., & Liang, T. W. (2022, March). Better business sentiment amid robust SME financing growth. Strategic Credit & Economic Analytics, SME Bank Group. https://www.smebank.com.my/documents/d/guest/betterbusinesssentiment_march2022Contribution: PD[2] Galow, B., Georgescu, O.-M., & Ponte Marques, A. (2024). Loss-given-default and macroeconomic conditions (Working Paper Series No. 2954). European Central Bank. https://www.ecb.europa.eu//pub/pdf/scpwps/ecb.wp2954~1d1f8942c9.en.pdfContribution: recovery rate and LGD[3] Kuriakose, S., & Tiew, H. (2022). Malaysian SME Program Efficiency Review. World Bank Group. http://documents.worldbank.org/curated/en/099255003152238688Contribution: Loan Share[4] Asian Development Bank. (2023). Asia SME Monitor 2023 - Malaysia [Data set]. ADB Data Library. https://data.adb.org/dataset/2023-asia-small-and-medium-sized-enterprise-monitorContribution: Expected Return