IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Login to save this article or follow this journal

A multicriteria discrimination approach for the credit rating of Asian banks

  • Fotios Pasiouras

    ()

  • Chrysovalantis Gaganis

    ()

  • Michael Doumpos

    ()

No abstract is available for this item.

If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://hdl.handle.net/10.1007/s10436-006-0052-0
Download Restriction: Access to full text is restricted to subscribers.

As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

Article provided by Springer in its journal Annals of Finance.

Volume (Year): 3 (2007)
Issue (Month): 3 (July)
Pages: 351-367

as
in new window

Handle: RePEc:kap:annfin:v:3:y:2007:i:3:p:351-367
Contact details of provider: Web page: http://www.springerlink.com/link.asp?id=112370

References listed on IDEAS
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.:

as in new window
  1. Gonzalez, Francisco, 2005. "Bank regulation and risk-taking incentives: An international comparison of bank risk," Journal of Banking & Finance, Elsevier, vol. 29(5), pages 1153-1184, May.
  2. David C. Wheelock & Paul W. Wilson, 2000. "Why do Banks Disappear? The Determinants of U.S. Bank Failures and Acquisitions," The Review of Economics and Statistics, MIT Press, vol. 82(1), pages 127-138, February.
  3. Donald P. Morgan & Philip E. Strahan, 2003. "Foreign Bank Entry and Business Volatility: Evidence from U.S. States and Other Countries," Working Papers Central Bank of Chile 229, Central Bank of Chile.
  4. Fernandez, Ana I. & Gonzalez, Francisco, 2005. "How accounting and auditing systems can counteract risk-shifting of safety-nets in banking: Some international evidence," Journal of Financial Stability, Elsevier, vol. 1(4), pages 466-500, October.
  5. James R. Barth & Gerard Caprio Jr. & Ross Levine, 2001. "Financial Regulation And Performance: Cross-Country Evidence," Working Papers Central Bank of Chile 118, Central Bank of Chile.
  6. Peavy, John III & Michael Edgar, S., 1983. "A multiple discriminant analysis of BHC commercial paper ratings," Journal of Banking & Finance, Elsevier, vol. 7(2), pages 161-173, June.
  7. Cordella, Tito & Levy Yeyati, Eduardo, 1998. "Financial Opening, Deposit Insurance and Risk in a Model of Banking Competition," CEPR Discussion Papers 1939, C.E.P.R. Discussion Papers.
  8. Barth, James R. & Caprio, Gerard Jr. & Levine, Ross, 2004. "Bank regulation and supervision: what works best?," Journal of Financial Intermediation, Elsevier, vol. 13(2), pages 205-248, April.
  9. Manzoni, Katiuscia, 2004. "Modeling Eurobond credit ratings and forecasting downgrade probability," International Review of Financial Analysis, Elsevier, vol. 13(3), pages 277-300.
  10. Konishi, Masaru & Yasuda, Yukihiro, 2004. "Factors affecting bank risk taking: Evidence from Japan," Journal of Banking & Finance, Elsevier, vol. 28(1), pages 215-232, January.
  11. Kaplan, Robert S & Urwitz, Gabriel, 1979. "Statistical Models of Bond Ratings: A Methodological Inquiry," The Journal of Business, University of Chicago Press, vol. 52(2), pages 231-61, April.
  12. James R. Barth & Gerard Caprio Jr. & Ross Levine, 2001. "Banking Systems around the Globe: Do Regulation and Ownership Affect Performance and Stability?," NBER Chapters, in: Prudential Supervision: What Works and What Doesn't, pages 31-96 National Bureau of Economic Research, Inc.
  13. Pinches, George E & Mingo, Kent A, 1973. "A Multivariate Analysis of Industrial Bond Ratings," Journal of Finance, American Finance Association, vol. 28(1), pages 1-18, March.
  14. Doumpos, Michael & Zopounidis, Constantin, 2001. "Assessing financial risks using a multicriteria sorting procedure: the case of country risk assessment," Omega, Elsevier, vol. 29(1), pages 97-109, February.
  15. Demirguc-Kunt, Asli & Detragiache, Enrica, 1999. "Does deposit insurance increase banking system stability ? An empirical investigation," Policy Research Working Paper Series 2247, The World Bank.
  16. Michael Doumpos & Fotios Pasiouras, 2005. "Developing and Testing Models for Replicating Credit Ratings: A Multicriteria Approach," Computational Economics, Society for Computational Economics, vol. 25(4), pages 327-341, June.
  17. Barniv, Ran & McDonald, James B, 1999. " Review of Categorical Models for Classification Issues in Accounting and Finance," Review of Quantitative Finance and Accounting, Springer, vol. 13(1), pages 39-62, July.
  18. Besanko, David & Thakor, Anjan V., 1992. "Banking deregulation: Allocational consequences of relaxing entry barriers," Journal of Banking & Finance, Elsevier, vol. 16(5), pages 909-932, September.
  19. James R. Barth & Luis G. Dopico & Daniel E. Nolle & James A. Wilcox, 2002. "Bank Safety and Soundness and the Structure of Bank Supervision: A Cross-Country Analysis," International Review of Finance, International Review of Finance Ltd., vol. 3(3-4), pages 163-188.
Full references (including those not matched with items on IDEAS)

This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

When requesting a correction, please mention this item's handle: RePEc:kap:annfin:v:3:y:2007:i:3:p:351-367. See general information about how to correct material in RePEc.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Guenther Eichhorn)

or (Christopher F. Baum)

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.