RENIN
发表于 2025-3-25 06:38:38
Credit Ratings and the Japanese Corporate Bond Marketn Japanese than foreign agency ratings can be explained using financial ratios and a few dummy variables. Credit ratings are closely related to market-determined credit spreads, effectively supplementing the information content of financial indicators in the pricing of corporate risk in Japan. The m
ureter
发表于 2025-3-25 08:42:41
How Good is the Market at Assessing Bank Fragility? A Horse Race Between Different Indicatorsagility that can be computed from publicly available information: accounting data, stock market prices, and credit ratings. We find significantly different patterns among the three groups of indicators both in their ability of forecasting financial distress at a specific point in time and over time.
Culmination
发表于 2025-3-25 14:50:48
Rating Banks in Emerging Markets: What Credit Rating Agencies Should Learn from Financial Indicatorsper suggests that such deficiencies could be explained by the use of financial indicators that, while appropriate for industrial countries, do not work in emerging markets. Among the conclusions, this paper shows that the most commonly used indicator of banking problems in industrial countries, the
Canyon
发表于 2025-3-25 17:10:00
Discussion: Altman and Saunders on , Credit Risk & Carey on , Credit Riskmmittee’s new proposal for risk-adjusted capital requirements (Basel II). Altman and Saunders (A&S, 2002) use default data on publicly traded bonds to investigate the relative risk weights for credit risk. . uses similar data over historical credit cycles to calibrate a model that can gauge whether
MOT
发表于 2025-3-25 21:46:58
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visceral-fat
发表于 2025-3-26 01:43:33
Rating Agencies and Financial Markets culprits in fueling financial excesses. This paper examines whether sovereign ratings trigger turmoil in emerging markets. Our results indicate that rating changes contribute to market instability through three channels. First, they directly affect stock and bond markets of the countries being rate
玩笑
发表于 2025-3-26 07:24:29
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arbovirus
发表于 2025-3-26 12:28:07
How Good is the Market at Assessing Bank Fragility? A Horse Race Between Different Indicatorshanging financial conditions than ratings of credit risk agencies. Overall, the evidence supports the policy conclusion that, where the information processing is quite costly, as in most developing countries, it is important to use simultaneously a plurality of indicators to assess bank fragility.
misanthrope
发表于 2025-3-26 15:24:22
1387-6899 ity of Maryland, along with those from the private sector, government bodies, and other universities. The first section of the volume focuses on the historical origins of the credit rating business and its present day industrial organization structure. The second section presents several empirical s
断言
发表于 2025-3-26 17:03:07
Book 2002yland, along with those from the private sector, government bodies, and other universities. The first section of the volume focuses on the historical origins of the credit rating business and its present day industrial organization structure. The second section presents several empirical studies cra