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Rating opaque borrowers: why are unsolicited ratings lower?

Bannier, Christina E.; Behr, Patrick; Güttler, André - Frankfurt School of Finance & Management - 2009

This paper examines why unsolicited ratings tend to be lower than solicited ratings. Bothself-selection among issuers and strategic conservatism of rating agencies may be reasonableexplanations. Analyses of default incidences of non-U.S. borrowers between January 1996and December 2006 show that...

Persistent link: https://www.econbiz.de/10008733216

The effects of default and call risk on bond duration

Xie, Yan Alice; Liu, Sheen; Wu, Chunchi; Anderson, Bing - In: Journal of banking & finance 33 (2009) 9, pp. 1700-1708

Persistent link: https://www.econbiz.de/10003872871

A leverage ratio rule for capital adequacy

Jarrow, Robert A. - In: Journal of banking & finance 37 (2013) 3, pp. 973-976

Persistent link: https://www.econbiz.de/10009708725

Financial constraints of private firms and bank lending behavior

Behr, Patrick; Norden, Lars; Noth, Felix - In: Journal of banking & finance 37 (2013) 9, pp. 3472-3485

Persistent link: https://www.econbiz.de/10010126386

Default prediction with dynamic sectoral and macroeconomic frailties

Chen, Peimin; Wu, Chunchi - In: Journal of banking & finance 40 (2014), pp. 211-226

Persistent link: https://www.econbiz.de/10010402234

Liquidity, credit quality, and the relation between volatility and trading activity : evidence from the corporate bond market

Wang, Junbo; Wu, Chunchi - In: Journal of banking & finance 50 (2015), pp. 183-203

Persistent link: https://www.econbiz.de/10010509587

The effect of information sharing between lenders on access to credit, cost of credit and loan performance : evidence from a credit registry introduction

Behr, Patrick; Sonnekalb, Simon - In: Journal of banking & finance 36 (2012) 11, pp. 3017-3032

Persistent link: https://www.econbiz.de/10009672994

Pricing derivatives on financial securities subject to credit risk

Jarrow, Robert A.; Turnbull, Stuart M. - In: Credit risk models and management, (pp. 333-374). 2004

Persistent link: https://www.econbiz.de/10002432611

Practical usage of credit risk models in loan portfolio and counterparty exposure management: an update

Jarrow, Robert A.; Deventer, Donald R. van - In: Credit risk models and management, (pp. 573-597). 2004

Persistent link: https://www.econbiz.de/10002433486

The intersection of market and credit risk

Jarrow, Robert A.; Turnbull, Stuart M. - In: Journal of banking & finance 24 (2000) 1/2, pp. 271-299

Persistent link: https://www.econbiz.de/10001432993