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Empirische Evidenz zu Recovery Rates von Bankkrediten im Privatkundengeschäft

Author

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  • Grunert Jens
  • Kitsios Natalia

Abstract

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, die in den Jahren 2011 bis 2013 ausgefallen sind, zeigt sich eine bimodale Verteilung der Recovery Rate bei Privatkundenkrediten. Der Mittelwert beträgt etwa 50 % und fällt somit vor allem aufgrund der geringen/fehlenden Besicherung niedriger aus als die durchschnittliche Recovery Rate im Firmenkundensegment mit circa 75 %. Während ein großer ausstehender Kreditbetrag sowie ein langer Work-Out-Prozess zu sinkenden Recovery Rates führt, kann ein Einfluss des wirtschaftlichen Umfelds nicht nachgewiesen werden.

Suggested Citation

  • Grunert Jens & Kitsios Natalia, 2015. "Empirische Evidenz zu Recovery Rates von Bankkrediten im Privatkundengeschäft," Zeitschrift für Bankrecht und Bankwirtschaft (ZBB) / Journal of Banking Law and Banking (JBB), RWS Verlag, vol. 27(2), pages 136-149, April.
    • Handle: RePEc:bpj:zfbrbw:v:27:y:2015:i:2:p:136-149:n:5
    DOI: 10.15375/zbb-2015-0205
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