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The recoveries database from the Portuguese Credit Register

Author

Listed:
  • Jaime Leyva
  • Tiago Pinheiro

Abstract

This paper presents a comprehensive dataset of recovery rates for all defaulted banking loans to firms and individuals in Portugal from 2009 to 2024, based on Banco de Portugal’s Credit Register. The dataset includes the recovery rates and time to recovery for over 3.2 million exposures. From September 2018 onward, it contains loan-level data on cumulative recoveries recorded monthly from the time of default.

Suggested Citation

  • Jaime Leyva & Tiago Pinheiro, 2025. "The recoveries database from the Portuguese Credit Register," Working Papers o202503, Banco de Portugal, Economics and Research Department.
    • Handle: RePEc:ptu:wpaper:o202503
    as

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    File URL: https://www.bportugal.pt/sites/default/files/documents/2025-11/OP202503.pdf
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    References listed on IDEAS

    as
    1. Edward I. Altman & Vellore M. Kishore, 1996. "Almost Everything You Wanted to Know about Recoveries on Defaulted Bonds," Financial Analysts Journal, Taylor & Francis Journals, vol. 52(6), pages 57-64, November.
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