Article proposes comparative studies of credit ratings of the leading Russian and international rating agencies. We … analyze approaches and the possibility of comparison of agencies’ rating scales. Purpose of this analysis is to propose method … and describe the criteria for comparison of rating scales and the possibility of using standard econometric models. We …

risk cannot be quantified with com-mon rating methods. This paper explains the risk associated with leveraged buyout (LBO …) transactions and demon-strates the implementation of a new rating method based on a logistic regression (logit func-tion), a rating …

This paper investigates whether there is any consistency between banks' financial strength ratings (bank rating) and … higher efficiency score on average tend to obtain favorable ratings. It appears that rating agencies generally encourage …

This paper investigates whether there is any consistency between banks’ financial strength ratings (bank rating) and … higher efficiency score on average tend to obtain favorable ratings. It appears that rating agencies generally encourage …

risk cannot be quantified with com-mon rating methods. This paper explains the risk associated with leveraged buyout (LBO …) transactions and demon-strates the implementation of a new rating method based on a logistic regression (logit func-tion), a rating …

Rating downgrades are known to make subsequent downgrades more likely. We analyze theimpact of this ‘downward momentum … regulators since banks neglectingthe downward rating momentum might hold insufficient capital.[...] …