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Titel:

Loan Recovery Determinants: A Pan-European Study

Dokumenttyp:
Zeitschriftenaufsatz
Autor(en):
Höcht, S.; Zagst, R.
Nicht-TUM Koautoren:
nein
Kooperation:
-
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
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