Arbeitspapier

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

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.

Language
Englisch

Bibliographic citation
Series: Quaderni - Working Paper DSE ; No. 601

Classification
Wirtschaft

Event
Geistige Schöpfung
(who)
Luppi, Barbara
Marzo, Massimiliano
Scorcu, Antonello E.
Event
Veröffentlichung
(who)
Alma Mater Studiorum - Università di Bologna, Dipartimento di Scienze Economiche (DSE)
(where)
Bologna
(when)
2007

DOI
doi:10.6092/unibo/amsacta/4673
Handle
Last update
10.03.2025, 11:45 AM CET

Data provider

This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.

Object type

  • Arbeitspapier

Associated

  • Luppi, Barbara
  • Marzo, Massimiliano
  • Scorcu, Antonello E.
  • Alma Mater Studiorum - Università di Bologna, Dipartimento di Scienze Economiche (DSE)

Time of origin

  • 2007

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