Similar Search Results

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

evaluation of the new reporting proposals of BCBS within the critical role of the credit rating agencies. …

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

Ratings, rating agencies and the global financial system

Levich, Richard M. (ed.) - 2002

Persistent link: https://www.econbiz.de/10013437594

Do capital adequacy and credit quality affect systematic risk? : investigation of a sample of European Listed Banks in light of EBA stress tests

Miani, Stefano; Floreani, Josanco; Paltrinieri, Andrea - In: The quarterly journal of finance 8 (2018) 4, pp. 1-31

Persistent link: https://www.econbiz.de/10011922056

Supervisory bank risk early warning modeling: an examiner's first line of defense

Henderson, Christopher C.; Jia, Shaohui; Mattioli, Charles - In: The journal of credit risk : published quarterly by … 16 (2020) 3, pp. 75-100

Persistent link: https://www.econbiz.de/10012421203

Credit Rating Migration Risk and Business Cycles

Fuertes, Ana-Maria - 2013

Basel III seeks to improve the financial sector's resilience to stress scenarios which calls for a reassessment of banks' credit risk models and, particularly, of their dependence on business cycles. This paper advocates a Mixture of Markov Chains (MMC) model to account for stochastic business...

Persistent link: https://www.econbiz.de/10013092068