Autore: Oricchio, Gianluca
Titolo: Basilea 2 e la meritocrazia del credito
Periodico: Economia dei servizi
Anno: 2007 - Volume: 2 - Fascicolo: 3 - Pagina iniziale: 471 - Pagina finale: 481

The implementation of Basel 2 banking regulation has fuelled the applied research regarding internal rating models. The effectiveness and accuracy of credit risk modelling has improved in the last years. In the paper we propose to use these models in order to estimate the corporate survival probability and we demonstrate the better is the rating, the higher is the tax benefit for the italian Government. We finally suggest to pursue incentive schemes of Industrial Politics based upon the maximisation of the corporate survival probability.




SICI: 1970-4860(2007)2:3<471:B2ELMD>2.0.ZU;2-N
Testo completo: http://www.mulino.it/ws/rwDirectDownload.php?doi=10.2382/24832
Testo completo alternativo: http://www.mulino.it/rivisteweb/scheda_articolo.php?id_articolo=24832

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