prolonged recession as well as structural factors that have held back NPL write-offs by banks. The paper discusses the … impediments to NPL resolution in Italy and a strategy for fostering a market for restructuring distressed assets that could …

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 …

The paper introduces a new framework for assessing banks and financial firms using an intelligent model. The new …

the Swedish credit bureau. We test the banks’ abilility to forecast the credit bureau’s ratings and vice versa. We show …In this paper we use credit rating data from two Swedish banks to elicit evidence on these banks’ loan monitoring … ability. We do so by comparing the ability of bank ratings to predict loan defaults relative to that of public ratings from …

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