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Internal rating during and after the crisis

Author

Listed:
  • Giacomo De Laurentis

    (Università Luigi Bocconi, Milano)

  • Renato Maino

    (Università Luigi Bocconi, Milano)

Abstract

Ratings are increasing their functions (origination of credit, control, determination of regulatory capital, supporting accounting valuations) in full harmony with the more general development of risk management. In parallel also increases the difficulty of rating to make compatible purposes that are often not aligned and sometimes even contrasting, with a consequent risk of distortion in the development of systems and in its application.There are three aspects to face with: technical models, organizational terms of ratings, the response of supervision authorities to the question of unicity of ratings for management and regulation purposes.

Suggested Citation

  • Giacomo De Laurentis & Renato Maino, 2010. "Internal rating during and after the crisis," BANCARIA, Bancaria Editrice, vol. 1, pages 17-30, January.
    • Handle: RePEc:ban:bancar:v:01:y:2010:m:january:p:17-30
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    File URL: http://www.bancariaeditrice.it/prodotti/vedi/prodotto/id/1881/bancaria-n-1-2010
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    More about this item

    Keywords

    Sme; rating; Basel 2;
    All these keywords.

    JEL classification:

    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
    • G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation

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