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
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Englisch
- Bibliographic citation
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Series: Quaderni - Working Paper DSE ; No. 601
- Classification
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Wirtschaft
- Event
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Geistige Schöpfung
- (who)
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Luppi, Barbara
Marzo, Massimiliano
Scorcu, Antonello E.
- Event
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Veröffentlichung
- (who)
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Alma Mater Studiorum - Università di Bologna, Dipartimento di Scienze Economiche (DSE)
- (where)
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Bologna
- (when)
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2007
- DOI
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doi:10.6092/unibo/amsacta/4673
- Handle
- Last update
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10.03.2025, 11:45 AM CET
Data provider
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