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Rating beeinflusst die Laufzeit von Unternehmenskrediten

Author

Listed:
  • 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.

Suggested Citation

  • Nataliya Fedorenko & Dorothea Schäfer & Oleksandr Talavera, 2007. "Rating beeinflusst die Laufzeit von Unternehmenskrediten," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 74(13), pages 199-203.
  • Handle: RePEc:diw:diwwob:74-13-2
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    More about this item

    Keywords

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

    JEL classification:

    • C25 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions; Probabilities
    • D82 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Asymmetric and Private Information; Mechanism Design
    • G20 - Financial Economics - - Financial Institutions and Services - - - General

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