The analysis of factors which have the strongest influence on rating can contribute to the higher information availability of market participants, and it enables to react on changes and new information sooner and independently from rating agencies. The paper presents an estimation of corporate...

The objective of the paper is to apply three selected approaches for credit rating prediction, linear discriminant analysis, multinomial logistic regression and decision trees. The models are based on data of European companies' financial indicators and MORE rating. A special attention is paid...

The paper is focused on examining and modelling the relationship between selected financial indicators and credit rating assessment. The influence of rating agencies is significant, mainly because their risk assessment is incorporated in regulatory provisions in many countries. As a result, it...

The objective of the paper is to analyse the effect of selected quantitative and qualitative variables on corporate bond rating. The primary focus is paid to the application of ordinal logistic regression and estimation of three models that are derived on the basis of macroeconomic, industry and...