The paper presents an econometric study of the two bank ratings assigned by Moody's Investors Service. According to … Moody’s methodology, foreign-currency long-term deposit ratings are assigned on the basis of Bank Finan-cial Strength … Ratings (BFSR), taking into account “external bank support factors” (joint-default analysis, JDA). Models for the (unobserved …

The paper presents econometric analysis of the of Russian banks ratings, and the experts’ opinion based on a survey … were designed for real and virtual banks. We constructed the model ratings of the Russian banks. These models use only …, designed in a framework of the project. From the ratings and the survey we derived the factors that in the experts’ opinion and …

measure, enriched with a credit-score-index estimated ad hoc on a representative sample of confidential local bank ratings. A …

This paper examines the relationship between the regulatory and supervision framework and the productivity of banks in … estimates with bootstrap regressions. The results indicate that regulations and incentives that promote private monitoring have … a positive impact on productivity. Restrictions on banks’ activities relating to their involvement in securities …

Credit ratings are ordinal predictions for the default risk of an obligor. To evaluate the accuracy of such predictions … dataset. All procedures are illustrated in the empirical section using a dataset of S\&P Long Term Credit Ratings. …

via early warning systems. We analyzed the performance of structured finance ratings and structured finance issuance …

supervision ought to be recognize and appropriately rewarded strictly on merit. 6. There should be arrangement for preparing …

supervision ought to be recognize and appropriately rewarded strictly on merit. 6. There should be arrangement for preparing …