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

Barbara Luppi (), Massimiliano Marzo and Antonello Scorcu

Working Paper series from Rimini Centre for Economic Analysis

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 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)
Date: 2007-07
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http://www.rcea.org/RePEc/pdf/wp30_07.pdf

Related works:
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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