Measuring loan recovery rate: methodology and empirical evidence
digital
Article
|
Ebook format Pdf readable on these devices:
|
|
This paper aims at proposing a new methodology to compute recovery rate on non-performing bank
loans, in order to confine this variable within the interval [0,1]. Such a methodology is then applied
to data on loans gathered by the Bank of Italy and some interesting characteristics of the loan recovery
process in the Italian banking market are highlighted. The combined effects of some variables
on the recovery rates are also analysed. In particular, the presence of either collateral or personal
guarantee, the borrower’s residence area are considered, thereby emphasizing the relationship
between the recovery rate and the total exposure.
|
Browse the archive
Online First Articles
Recent issues
STATISTICA & APPLICAZIONI - 2022 - 1
STATISTICA & APPLICAZIONI - 2021 - 2
STATISTICA & APPLICAZIONI - 2021 - 1
STATISTICA & APPLICAZIONI - 2021 - 2
STATISTICA & APPLICAZIONI - 2021 - 1