English, Article, Journal or magazine article edition: Credit risk and Basel II: Are non-profit firms financially different? Barbara Luppi; Massimiliano Marzo; Antonello E. Scorcu

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Bookmark: http://trove.nla.gov.au/version/145134
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • Credit risk and Basel II: Are non-profit firms financially different?
Author
  • Barbara Luppi
  • Massimiliano Marzo
  • Antonello E. Scorcu
Physical Description
  • preprint
Notes
  • 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
  • SME finance; Basel II; Retail banking; Non-profit
  • RePEc:rim:rimwps:30-07
Language
  • English
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