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Rating beeinflusst die Laufzeit von Unternehmenskrediten

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Author Info

  • Nataliya Fedorenko
  • Dorothea Schäfer
  • Oleksandr Talavera

Abstract

Im Zuge der Umsetzung von Basel II ringen deutsche Banken darum, ein möglichst effizientes Rating-System aufzubauen. Erklärtes Ziel ist es, in Zukunft Kreditvergabe und -konditionen vor allem auf der Basis von Rating-Kennziffern zu treffen. Im Folgenden wird anhand von anonymisierten Mikrodaten aus Kreditportfolios die Beziehung von Banken zu Firmenkunden eingehend analysiert. Dabei wird insbesondere der Zusammenhang zwischen Rating und Kreditlaufzeit bei Unternehmenskrediten untersucht. Die Ergebnisse sind eindeutig: Das Rating determiniert bereits heute die Kreditlaufzeit. Dabei werden Gesellschaften (GmbHs, GbRs, AGs, KGs) und Einzelunternehmen durchaus unterschiedlich behandelt. Der Befund zeigt auch, dass die Dauer der Bank- Kunden-Beziehung für die Fristigkeit des Kredits kaum eine Rolle spielt.

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Bibliographic Info

Article provided by DIW Berlin, German Institute for Economic Research in its journal Wochenbericht.

Volume (Year): 74 (2007)
Issue (Month): 13 ()
Pages: 199-203

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Handle: RePEc:diw:diwwob:74-13-2

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Related research

Keywords: Loan maturity; Internal bank ratings; Risk of default; Creditworthiness;

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