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The determinants of the ratings of European listed banks. An empirical analysis

Author

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  • Elisabetta D'Apolito

    (Università di Foggia)

  • Vincenzo Pacelli

    (Università di Foggia)

Abstract

This paper analyzes the methods of rating attribution of the major international agencies (Moody’s, Fitch and Standard & Poor’s) between 2005 and 2010 for a sample of Italian and European listed banks and tests empirically, through the multivariate analysis of Ols, the possible relations of dependence between ratings and principal indicators of the banks and macroeconomic and market variables.The empirical analysis seems to support the view that rating agencies take into account the dynamics of financial variables, macroeconomic and confidence indicators considered in this research

Suggested Citation

  • Elisabetta D'Apolito & Vincenzo Pacelli, 2013. "The determinants of the ratings of European listed banks. An empirical analysis," BANCARIA, Bancaria Editrice, vol. 3, pages 49-62, March.
    • Handle: RePEc:ban:bancar:v:3:y:2013:m:march:p:49-62
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    JEL classification:

    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
    • G24 - Financial Economics - - Financial Institutions and Services - - - Investment Banking; Venture Capital; Brokerage
    • G29 - Financial Economics - - Financial Institutions and Services - - - Other

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