Liu, Li-Gang; Hua, Changchun - eSocialSciences - 2010
This paper investigates whether there is any consistency between banks’ financial strength ratings (bank rating) and … they assume and thereby have a low probability of experiencing financial distress. Bank ratings, a measure of a bankâ … z-score), then apply the stochastic frontier analysis (SFA) to obtain the risk-return efficiency score for each bank …