Rating methodologies for banks
AbstractThe 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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Bibliographic InfoArticle provided by Bank for International Settlements in its journal BIS Quarterly Review.
Volume (Year): (2011)
Issue (Month): (June)
Find related papers by 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
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Frank Packer & Ryan Stever & Christian Upper, 2007. "The covered bond market," BIS Quarterly Review, Bank for International Settlements, September.
- 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.
- Harald Hau & Sam Langfield & David Marques-Ibanez, 2012.
"Bank ratings-What determines their quality?,"
12012, Bangor Business School, Prifysgol Bangor University (Cymru / Wales).
- Hau, Harald & Langfield, Sam & Marqués-Ibáñez, David, 2012. "Bank ratings: what determines their quality?," Working Paper Series 1484, European Central Bank.
- Hau, Harald & Langfield, Sam & Marqués Ibañez, David, 2012. "Bank ratings: What determines their quality?," CEPR Discussion Papers 9171, C.E.P.R. Discussion Papers.
- David Murphy, 2012. "Maintaining Confidence," FMG Special Papers sp216, Financial Markets Group.
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