Rating philosophies: some clarifications
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Keywordsrating model; rating philosophy; stress test; pro-cyclicality;
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2007-02-10 (All new papers)
- NEP-HPE-2007-02-10 (History & Philosophy of Economics)
- NEP-RMG-2007-02-10 (Risk Management)
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