  Small Medium-sized Enterprises (SMEs) face many obstacles when they try to
access credit market. These obstacles are increased if the SMEs are innovative.
In this case, financial data are insufficient or even not reliable. Thus, when
building a judgemental rating model, mainly based on qualitative criteria (soft
information), it is very important to finance SMEs' activities. Until now,
there isn't a multicriteria credit risk model based on soft information for
innovative SMEs. In this paper, we try to fill this gap by presenting a
multicriteria credit risk model, specifically, ELECTRE-TRI. To obtain robust
SMEs' assignments to the risk classes, a SMAA-TRI analysis is also implemented.
In fact, SMAA-TRI incorporates ELECTRE-TRI by considering different sets of
preference parameters with Monte Carlo simulations. Finally, we carry out some
real case studies, with the aim of illustrating the multicriteria credit risk
model proposed.
