Arzu, Daniela; Lucchetta, Marcella; Mantovani, Guido Max - In: Journal of risk and financial management : JRFM 14 (2021) 7, pp. 1-25
The purpose of this article is to develop a bank-oriented rating approach, tailored by incorporating the various heterogeneity dimensions characterizing financial institutions, named "Bank-Tailored Integrated Rating" (BTIR). BTIR is able to catch the financial cycle, including the pandemic...
