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Rating methodologies for banks

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Author Info

  • Frank Packer
  • Nikola Tarashev

Abstract

The three major rating agencies are reassessing banks' credit risk in the light of the recent crisis. So far, this has resulted in material downgrades, especially of European and US institutions, and increased agreement about banks' overall level of creditworthiness and their greater dependence on public support than in the past. The agencies are also making efforts to enhance the transparency of bank ratings and the role of official support. Agency assessments of regulatory initiatives may affect policymakers' communication with financial markets.

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File URL: http://www.bis.org/publ/qtrpdf/r_qt1106f.pdf
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File URL: http://www.bis.org/publ/qtrpdf/r_qt1106f.htm
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Bibliographic Info

Article provided by Bank for International Settlements in its journal BIS Quarterly Review.

Volume (Year): (2011)
Issue (Month): (June)
Pages:

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Handle: RePEc:bis:bisqtr:1106f

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  1. Frank Packer & Ryan Stever & Christian Upper, 2007. "The covered bond market," BIS Quarterly Review, Bank for International Settlements, September.
  2. Ingo Fender & Nikola Tarashev & Haibin Zhu, 2008. "Credit fundamentals, ratings and value-at-risk: CDOs versus corporate exposures," BIS Quarterly Review, Bank for International Settlements, March.
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Cited by:
  1. Harald Hau & Sam Langfield & David Marques-Ibanez, 2012. "Bank ratings-What determines their quality?," Working Papers 12012, Bangor Business School, Prifysgol Bangor University (Cymru / Wales).
  2. David Murphy, 2012. "Maintaining Confidence," FMG Special Papers sp216, Financial Markets Group.

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