This paper estimates ordered logit and probit regression models for bank ratings which also include a country index to … bank ratings assigned by Fitch Ratings are underpinned by fundamental quantitative financial analyses. Also, there is … strong evidence of a country effect. Our model is shown to provide accurate predictions of bank ratings for the period prior …

This paper estimates ordered logit and probit regression models for bank ratings which also include a country index to … bank ratings assigned by Fitch Ratings are underpinned by fundamental quantitative financial analyses. Also, there is … strong evidence of a country effect. Our model is shown to provide accurate predictions of bank ratings for the period prior …

via early warning systems. We analyzed the performance of structured finance ratings and structured finance issuance …

We investigate whether ESG ratings predict future ESG news and the associated market reactions. We find that the … stock returns. Overall, while rating disagreement hinders the incorporation of value relevant ESG news into prices, ratings …