Liu, Li-Gang; Hua, Changchun - eSocialSciences - 2010
z-score), then apply the stochastic frontier analysis (SFA) to obtain the risk-return efficiency score for each bank …, and finally conduct ordered logit regressions of bank ratings on estimated risks, risk-return efficiency, and the inverse …This paper investigates whether there is any consistency between banks’ financial strength ratings (bank rating) and …