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

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Author Info
Barbara Luppi () (CEFIN and University of Modena and Reggio Emilia, Italy)
Massimiliano Marzo () (University of Bologna and The Rimini Centre for Ecomonic Analysis, Italy)
Antonello E. Scorcu () (University of Bologna and The Rimini Centre for Ecomonic Analysis, Italy)

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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 andcrucial for non-profit firms. Classification-JEL: G21, G28

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File URL: http://www.rcfea.org/RePEc/pdf/wp30_07.pdf
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Publisher Info
Paper provided by Rimini Centre for Economic Analysis in its series Working Paper Series with number 30-07.

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Date of creation: Jul 2007
Date of revision: Jul 2007
Handle: RePEc:rim:rimwps:30-07

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Related research
Keywords: SME finance; Basel II; Retail banking; Non-profit;

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