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mediatum - digital collection management
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Dokumenttyp:
Zeitschriftenaufsatz 
Autor(en):
Höcht, S.; Zagst, R. 
Nicht-TUM Koautoren:
nein 
Kooperation:
Titel:
Loan Recovery Determinants: A Pan-European Study 
Abstract:
Recovery rates are besides default probabilities the second important component in credit-risk modelling. Whereas the determinants of default probabilities have been studied extensively in the last forty years, recovery risks have been neglected for a long time. Only in recent years, due to new regulatory requirements (e.g. Basel II) and an increasing number of defaults during the financial crisis starting in 2007, recovery rates have gained more interest from academics as well as from practitio...    »
 
Intellectual Contribution:
Contribution to Practice 
Zeitschriftentitel:
working paper 
Jahr:
2008 
Seitenangaben Beitrag:
Reviewed:
ja 
Sprache:
en 
Status:
Erstveröffentlichung 
Format:
Text 
Key publication:
Nein 
Peer reviewed:
Nein 
International:
Ja 
Book review:
Nein 
commissioned:
not commissioned 
Professional Journal:
Nein