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EU banks rating assignments : is there heterogeneity between new and old member countries?
Caporale, Guglielmo Maria; Matousek, Roman; Stewart, Chris - 2009
Persistent link: https://www.econbiz.de/10003898750
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Credit rating gaps in Japan : differences between solicited and unsolicited ratings, and "rating splits"
Shimoda, Naoto (contributor); Kawai, Yuko (contributor) - 2007
Persistent link: https://www.econbiz.de/10003450346
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Validation of bank's internal rating systems - a supervisory perspective
Blochwitz, Stefan; Hohl, Stefan - In: The Basel II risk parameters : estimation, validation, …, (pp. 243-262). 2006
Persistent link: https://www.econbiz.de/10003376039
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Developing, validating, and using internal ratings : methodologies and case studies
De Laurentis, Giacomo; Maino, Renato; Molteni, Luca - 2010
Persistent link: https://www.econbiz.de/10008664744
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EU banks rating assignments : is there heterogeneity between new and old member countries?
Caporale, Guglielmo Maria; Matousek, Roman; Stewart, Chris - 2010
We model EU countries' bank ratings using financial variables and allowing for intercept and slope heterogeneity. Our … prior belief. This intercept heterogeneity suggests that each country's rating is assigned uniquely, after controlling for …
Persistent link: https://www.econbiz.de/10003971004
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EU banks rating assignments : is there heterogeneity between new and old member countries?
Caporale, Guglielmo Maria; Matousek, Roman; Stewart, Chris - 2010
We model EU countries' bank ratings using financial variables and allowing for intercept and slope heterogeneity. Our … prior belief. This intercept heterogeneity suggests that each country's rating is assigned uniquely, after controlling for …
Persistent link: https://www.econbiz.de/10003974520
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Kredit-Rating : interne Ratingverfahren der Banken und Sparkassen als Basis bonitätsabhängiger Bepreisung von Krediten
Dähne, Ralf - 2010
Persistent link: https://www.econbiz.de/10003955329
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Bearbeitungs- und Prüfungsleitfaden Rating-Systeme und -Prozesse : Praxis- und Projekterfahrung aus Implementierung und Prüfung ; Prozesse prüfen, Risiken vermeiden, Fehler aufdeck...
Breitenbach, Gregor; Martin, Marcus R. W.; Nolte, Thomas - 2007
Persistent link: https://www.econbiz.de/10003597572