Probability of default on corporate loans in Central and Eastern Europe Q1 2020

Published by Statista Research Department, Jun 12, 2023
This statistics illustrates the probability of default (PD) on loans to corporations in Central and Eastern Europe (CEE) as of the first quarter of 2020, by country. As of the first quarter of 2020, Slovenia displayed the highest probability of a corporate loan defaulting with approximately 4.03 percent. Estonia on the other hand during the same period had a probability of default (PD) rate of almost one percent.

Probability of default (PD) on corporate loans in Central and Eastern Europe (CEE) in the 1st quarter 2020, by country

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Release date

July 2020

Region

CEE

Survey time period

1st quarter 2020

Supplementary notes

* Weighted average of the three quartiles.
Includes specialized lending and loans to small and medium enterprises (SMEs).
The BBVA categorize probability of default as "a measure of credit rating that is assigned internally to a customer or a contract with the aim of estimating the probability of non-compliance within a year. The PD is obtained through a process using scoring and rating tools.
only includes countries with more than 3 banks reporting.

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