Peresetsky, A. A.; Karminsky, A. M. - Volkswirtschaftliche Fakultät, … - 2011
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 …