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A new approach to credit ratings

Pertaia, Giorgi; Prokhorov, Artem; Uryasev, Stan - In: Journal of banking & finance 140 (2022), pp. 1-12

Persistent link: https://www.econbiz.de/10013463125

COVID-19 and credit risk : a long memory perspective

Yin, Jie; Han, Bingyan; Wong, Hoi Ying - In: Insurance / Mathematics & economics 104 (2022), pp. 15-34

Persistent link: https://www.econbiz.de/10013264931

The disciplining effect of credit default swap trading on the quality of credit rating agencies

Bonsall, Samuel B., IV; Koharki, Kevin; Neamtiu, Monica - In: Contemporary accounting research : the journal of the … 39 (2022) 2, pp. 1297-1333

Persistent link: https://www.econbiz.de/10013280011

Are CLO collateral and tranche ratings disconnected?

Griffin, John M.; Nickerson, Jordan - In: The review of financial studies 36 (2023) 6, pp. 2319-2360

Persistent link: https://www.econbiz.de/10014320661

Credit Ratings of Collateralized Debt Obligations in Microfinance

Yeboah-Smith, Miko - 2023

This thesis focuses on the mechanics of microfinance collateralized debt obligations (MiCDOs) and outlines crucial risk factors for international investors and microfinance institutions (MFIs), in contrast to already established collateralized debt obligations (CDO) and their rating systems. Due...

Persistent link: https://www.econbiz.de/10014261833

How sovereign is sovereign credit risk? : global prices, local quantities

Augustin, Patrick; Sokolovski, Valeri; Subrahmanyam, … - In: Journal of monetary economics 131 (2022), pp. 92-111

Persistent link: https://www.econbiz.de/10013539318

Credit Default Swaps und Informationsgehalt

Wagner, Eva - 2008

Kredit und Kreditrisiko -- Kreditderivate -- Der Credit Default Swap (CDS) -- Externes Rating, CDS und Informationseffi … anderer etablierter Märkte, auf denen das Kreditrisiko relevant ist, sowie dem des externen Rating gegenüber. Sie zeigt …