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Assessing Rating Agencies' Ability to Predict Bank Bankruptcy – The Lace Financial Case

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  • ALESSANDRO SANTONI
  • BARBARA ARBIA

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  • Alessandro Santoni & Barbara Arbia, 2013. "Assessing Rating Agencies' Ability to Predict Bank Bankruptcy – The Lace Financial Case," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 42(2), pages 203-215, July.
    • Handle: RePEc:bla:ecnote:v:42:y:2013:i:2:p:203-215
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    File URL: http://hdl.handle.net/10.1111/j.1468-0300.2013.12007.x
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    References listed on IDEAS

    as
    1. Marc Piazolo, 2006. "Why have official rating agencies failed in the past, and will they in the future?," Ekonomia, Cyprus Economic Society and University of Cyprus, vol. 9(1), pages 3-20, Summer.
    2. Jagtiani, Julapa & Lemieux, Catharine, 2001. "Market discipline prior to bank failure," Journal of Economics and Business, Elsevier, vol. 53(2-3), pages 313-324.
    3. Doron Kliger & Oded Sarig, 2000. "The Information Value of Bond Ratings," Journal of Finance, American Finance Association, vol. 55(6), pages 2879-2902, December.
    4. Brooks, Robert & Faff, Robert W. & Hillier, David & Hillier, Joseph, 2004. "The national market impact of sovereign rating changes," Journal of Banking & Finance, Elsevier, vol. 28(1), pages 233-250, January.
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    Cited by:

    1. Alexander M. Karminsky & Ella Khromova, 2018. "Increase of banks’ credit risks forecasting power by the usage of the set of alternative models," Russian Journal of Economics, ARPHA Platform, vol. 4(2), pages 155-174, June.
    2. Pompella, Maurizio & Dicanio, Antonio, 2017. "Ratings based Inference and Credit Risk: Detecting likely-to-fail Banks with the PC-Mahalanobis Method," Economic Modelling, Elsevier, vol. 67(C), pages 34-44.

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