2022 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_march2022
Contribution: 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.pdf
Contribution: recovery rate and LGD
[3] Kuriakose, S., & Tiew, H. (2022). Malaysian SME Program Efficiency Review. World Bank Group. http://documents.worldbank.org/curated/en/099255003152238688
Contribution: 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-monitor
Contribution: Expected Return

本数据集为马来西亚中小企业（Small and Medium Enterprises, SME）金融风险指标汇总数据集。数据集包含5项核心参数，分别为违约概率（Probability of Default, PD）、回收率、违约损失率（Loss Given Default, LGD）、贷款占比与预期收益率。数据集覆盖5大行业板块：农业、制造业、建筑业、服务业及精炼业（归入其他类别）。

违约概率（PD）数据提取自Lee与Liang（2022）的研究成果，所有提取数据均用于企业风险管理评估或相关学术研究工作。

主要参考文献如下：
[1] Lee, L., & Liang, T. W. (2022, 3月). 强劲中小企业融资增长背景下的商业情绪改善. 战略信贷与经济分析, 中小企业银行集团. https://www.smebank.com.my/documents/d/guest/betterbusinesssentiment_march2022
贡献：PD
[2] Galow, B., Georgescu, O.-M., & Ponte Marques, A. (2024). 违约损失率与宏观经济环境（工作论文系列第2954号）. 欧洲中央银行. https://www.ecb.europa.eu//pub/pdf/scpwps/ecb.wp2954~1d1f8942c9.en.pdf
贡献：回收率与LGD
[3] Kuriakose, S., & Tiew, H. (2022). 马来西亚中小企业项目效率评估报告. 世界银行集团. http://documents.worldbank.org/curated/en/099255003152238688
贡献：贷款占比
[4] 亚洲开发银行. (2023). 2023年亚洲中小企业监测——马来西亚[数据集]. ADB数据库. https://data.adb.org/dataset/2023-asia-small-and-medium-sized-enterprise-monitor
贡献：预期收益率