Zusammenfassung Trotz der großen Bedeutung des Privatkundensegments insbesondere bei kleineren Banken existieren im Gegensatz zum Firmenkundensegment nur wenige empirische Studien zu den Recovery Rates im Kreditgeschäft. Auf Basis eines Datensatzes einer regionalen Bank mit 150 Kreditnehmern,...

There are very few studies concerning the recovery rate of bank loans. Prediction models of recovery rates are increasing in importance because of the Basel II-framework, the impact on credit risk management, and the calculation of loan rates. In this study, we focus the analyses on the...

Internal credit ratings are expected to gain in importance because of their potential use for determining regulatory capital adequacy and banks’ increasing focus on the risk-return profile in commercial lending. Therefore, the components of internal credit ratings merit not only a qualitative...