Comparison of Bank Credit Ratings for Various Agencies
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References listed on IDEAS
- Guttler, Andre & Wahrenburg, Mark, 2007. "The adjustment of credit ratings in advance of defaults," Journal of Banking & Finance, Elsevier, vol. 31(3), pages 751-767, March.
- Anatoly Peresetsky, Alexander Karminsky, 2011.
"Models for Moody’s Bank Ratings,"
Frontiers in Finance and Economics,
SKEMA Business School, pages 88-110.
- Peresetsky, Anatoly & Karminsky, Alexandr, 2008. "Models for Moody's bank ratings," BOFIT Discussion Papers 17/2008, Bank of Finland, Institute for Economies in Transition.
- Peresetsky, A. A. & Karminsky, A. M., 2011. "Models for Moody’s bank ratings," MPRA Paper 34864, University Library of Munich, Germany.
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Keywordscredit rating; bank; comparative analysis; rating scale; risk-management;
- 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
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
- C31 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions; Social Interaction Models
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