Credit risk and Basel II: Are non-profit firms financially different?

Barbara Luppi (), Massimiliano Marzo and E. Scorcu

Working Papers from Dipartimento Scienze Economiche, Universita' di Bologna

Abstract: We estimate a model of credit risk for portfolios of Small and Medium-sized enterprises, conditional on being a non-profit or for-profit firms. The estimation is based on a unique dataset on Italian firms provided by a large commercial bank. We show that the main variables to identify creditworthiness are different for non-profit and for-profit firms. Traditional balance sheet information seems to be less crucial for non-profit firms.

Date: 2007-07
New Economics Papers: this item is included in nep-ban, nep-fmk and nep-rmg
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Working Paper: Credit risk and Basel II: Are non-profit firms financially different? (2007)
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Persistent link: https://EconPapers.repec.org/RePEc:bol:bodewp:601

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