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A critique on the proposed use of external sovereign credit ratings in Basel II

Kräussl, Roman - 2003

the planned revisions on the two central aspects of international bank credit flows: the impact on capital costs and the …

Persistent link: https://www.econbiz.de/10009765360

Basel 3, Dodd-Frank and sovereign exposures of US banks

Ely, David P.; Salehizadeh, Mehdi - In: International journal of financial services management … 6 (2013) 2, pp. 118-137

Persistent link: https://www.econbiz.de/10010237331

Excess credit risk and banks' default risk : an application of default prediction models to banks in emerging market economies

Godlewski, Christophe J. - In: Dynamic models and their applications in emerging markets, (pp. 13-40). 2005

Persistent link: https://www.econbiz.de/10003225334

Is sovereign risk related to the banking sector?

Aktug, R. Erdem; Nayar, Nandkumar; Vasconcellos, Geraldo M. - In: Global finance journal 24 (2013) 3, pp. 222-249

Persistent link: https://www.econbiz.de/10010345901

On the nexus between sovereign ratings and financial stability : fresh insights from Tunisia

Ghachem, Dorsaf Azouz; Ben Sayari, Ameni; Bejaoui, Azza - In: African review of economics and finance : AREF : the … 15 (2023) 1, pp. 36-55

Persistent link: https://www.econbiz.de/10014637328

Basel's forgotten pillar : the myth of market discipline on the forefront of Basel III

Benli, Vahit Ferhan - In: E-Finanse : finansowy kwartalnik internetowy 11 (2015) 3, pp. 70-91

Although Basel II fortified the first two pillars with market transparency enhancing Pillar III disclosures and encouraged the usage of major Credit Rating Agencies (CRAs) such as Moody’s, Standard and Poor's, and Fitch as quasi governmental authorities to overcome asymmetric informational...

Persistent link: https://www.econbiz.de/10011455461

Bank Risk Aggregation Based on Triple Perspectives of Bank Managers, Credit Rating Agencies and Analysts

Wei, Lu; Miao, Xiyuan; Jing, Haozhe; liu, zhidong; Xie, … - 2023

The bank risk aggregation method based on financial statements has been widely used in recent years. However, previous …. Therefore, this paper first incorporates textual sentiment into bank risk aggregation and expands the source of textual risk … disclosure to the triple perspectives of bank managers, credit rating agencies and analysts to obtain more reasonable depiction …

Persistent link: https://www.econbiz.de/10014257494