Credit risk and Basel II: Are non-profit firms financially different?
Barbara Luppi (),
Massimiliano Marzo () and
Antonello Scorcu ()
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Massimiliano Marzo: University of Bologna and The Rimini Centre for Ecomonic Analysis, Italy
Working Paper series from Rimini Centre for Economic Analysis
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 crucial for non-profit firms.
Keywords: SME finance; Basel II; Retail banking; Non-profit (search for similar items in EconPapers)
JEL-codes: G21 G28 (search for similar items in EconPapers)
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Journal Article: Credit risk and Basel II: are nonprofit firms financially different? (2008)
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:rim:rimwps:30_07
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