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The paper presents econometric analysis of the of Russian banks ratings, and the experts’ opinion based on a survey … were designed for real and virtual banks. We constructed the model ratings of the Russian banks. These models use only …, designed in a framework of the project. From the ratings and the survey we derived the factors that in the experts’ opinion and …
Persistent link: https://www.econbiz.de/10009371822
The paper introduces a new framework for assessing banks and financial firms using an intelligent model. The new …
Persistent link: https://www.econbiz.de/10008755378
measure, enriched with a credit-score-index estimated ad hoc on a representative sample of confidential local bank ratings. A …
Persistent link: https://www.econbiz.de/10011109985
The paper presents an econometric study of the two bank ratings assigned by Moody's Investors Service. According to … Moody’s methodology, foreigncurrency long-term deposit ratings are assigned on the basis of Bank Financial Strength Ratings …) external support are presented, and we find that models based solely on public information can approximate the ratings …
Persistent link: https://www.econbiz.de/10009651171
. The investigation focuses on a sample of 45 large, listed European banks. It appears that the main element for determining … of guarantor strength on the value of the implicit guarantee: a higher sovereign rating of a bank‟s home country leads to …
Persistent link: https://www.econbiz.de/10010899778
We model EU countries' bank ratings using financial variables and allowing for intercept and slope heterogeneity. Our … assigned lower ratings, ceteris paribus, than 'old' ones. We find that country-specific factors (in the form of heterogeneous … intercepts) are a crucial determinant of ratings. Whilst 'new' EU countries typically have lower ratings than 'old' ones, after …
Persistent link: https://www.econbiz.de/10010270550
We model EU countries' bank ratings using financial variables and allowing for intercept and slope heterogeneity. Our … lower ratings, ceteris paribus, than old ones. We find that country-specific factors (in the form of heterogeneous … intercepts) are a crucial determinant of ratings. Whilst new EU countries typically have lower ratings than old ones, after …
Persistent link: https://www.econbiz.de/10010271360
We model EU countries? bank ratings using financial variables and allowing for intercept and slope heterogeneity. We … find that country-specific factors (in the form of heterogeneous intercepts) are a crucial determinant of ratings. Whilst … ?new? EU countries typically have lower ratings than ?old? EU countries, after ontrolling for financial variables, all …
Persistent link: https://www.econbiz.de/10009481446
We model EU countries’ bank ratings using financial variables and allowing for intercept and slope heterogeneity. Our … assigned lower ratings, ceteris paribus, than “old” ones. We find that country-specific factors (in the form of heterogeneous … intercepts) are a crucial determinant of ratings. Whilst “new” EU countries typically have lower ratings than “old” ones, after …
Persistent link: https://www.econbiz.de/10008583666
We model EU countries' bank ratings using financial variables and allowing for intercept and slope heterogeneity. Our … assigned lower ratings, ceteris paribus, than "old" ones. We find that country-specific factors (in the form of heterogeneous … intercepts) are a crucial determinant of ratings. Whilst "new" EU countries typically have lower ratings than "old" ones, after …
Persistent link: https://www.econbiz.de/10008494125