Rating methodologies for banks
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- Ingo Fender & Nikola Tarashev & Haibin Zhu, 2008. "Credit fundamentals, ratings and value-at-risk: CDOs versus corporate exposures," BIS Quarterly Review, Bank for International Settlements, March.
- Frank Packer & Ryan Stever & Christian Upper, 2007. "The covered bond market," BIS Quarterly Review, Bank for International Settlements, September.
Citations
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Cited by:
- Arturo Estrella & Sebastian Schich, 2012. "Sovereign and Banking Sector Debt: Interconnections through Guarantees," OECD Journal: Financial Market Trends, OECD Publishing, vol. 2011(2), pages 21-45.
- Antzoulatos, Angelos A. & Tsoumas, Chris, 2014. "Institutions, moral hazard and expected government support of banks," Journal of Financial Stability, Elsevier, vol. 15(C), pages 161-171.
- Fink, Kilian & Krüger, Ulrich & Meller, Barbara & Wong, Lui-Hsian, 2016.
"The credit quality channel: Modeling contagion in the interbank market,"
Journal of Financial Stability, Elsevier, vol. 25(C), pages 83-97.
- Fink, Kilian & Krüger, Ulrich & Meller, Barbara & Wong, Lui-Hsian, 2015. "The credit quality channel: Modeling contagion in the interbank market," Discussion Papers 38/2015, Deutsche Bundesbank.
- Sebastian Schich & Arturo Estrella, 2015. "Valuing guaranteed bank debt: Role of strength and size of the bank and the guarantor," Journal of Economic and Financial Studies (JEFS), LAR Center Press, vol. 3(5), pages 19-32, October.
- Viral Acharya & Itamar Drechsler & Philipp Schnabl, 2014.
"A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk,"
Journal of Finance, American Finance Association, vol. 69(6), pages 2689-2739, December.
- Viral V. Acharya & Itamar Drechsler & Philipp Schnabl, 2011. "A Pyrrhic Victory? - Bank Bailouts and Sovereign Credit Risk," NBER Working Papers 17136, National Bureau of Economic Research, Inc.
- Acharya, Viral & Schnabl, Philipp & Drechsler, Itamar, 2011. "A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk," CEPR Discussion Papers 8679, C.E.P.R. Discussion Papers.
- Themistokles Lazarides & Evaggelos Drimpetas, 2016. "Defining the factors of Fitch rankings in the European banking sector," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 6(2), pages 315-339, August.
- repec:aly:journl:201703 is not listed on IDEAS
- Botelho, Tatiana & Magrini, Alessandra & Schaeffer, Roberto, 2014. "Plumbing the depths: Utilizing O&G reserve profiles to develop forward-looking risk assessments for exploration and production activities," Energy Policy, Elsevier, vol. 69(C), pages 489-500.
- Michael R. King & Steven Ongena & Nikola Tarashev, 2020.
"Bank Standalone Credit Ratings,"
International Journal of Central Banking, International Journal of Central Banking, vol. 16(4), pages 101-144, September.
- Michael R King & Steven Ongena & Nikola Tarashev, 2016. "Bank standalone credit ratings," BIS Working Papers 542, Bank for International Settlements.
- Salvador, Carlos & Pastor, Jose Manuel & Fernández de Guevara, Juan, 2014.
"Impact of the subprime crisis on bank ratings: The effect of the hardening of rating policies and worsening of solvency,"
Journal of Financial Stability, Elsevier, vol. 11(C), pages 13-31.
- Pastor Monsálvez José Manuel & Fernández de Guevara Radoselovics Juan & Salvador Muñoz Carlos, 2012. "Impact of the Subprime Crisis on Bank Ratings: The Effect of the Hardening of Rating Policies and Worsening of Solvency," Working Papers 2012120, Fundacion BBVA / BBVA Foundation.
- Patrick Van Roy & Cristina Vespro, 2012. "The role and impact of external support in bank credit ratings," Financial Stability Review, National Bank of Belgium, vol. 10(1), pages 109-119, June.
- Marlene Amstad & Frank Packer, 2015. "Sovereign ratings of advanced and emerging economies after the crisis," BIS Quarterly Review, Bank for International Settlements, December.
- Grassa, Rihab & Moumen, Nejia & Hussainey, Khaled, 2020. "Is bank creditworthiness associated with risk disclosure behavior? Evidence from Islamic and conventional banks in emerging countries," Pacific-Basin Finance Journal, Elsevier, vol. 61(C).
- György Inzelt & Zsuzsa Szentes-Markhot & Gábor Budai, 2018. "Monitoring of Banks’ Risks Related to the Funding of Financial Enterprises," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 17(4), pages 112-139.
- Salvador, Carlos & Fernández de Guevara, Juan & Pastor, José Manuel, 2018. "The adjustment of bank ratings in the financial crisis: International evidence," The North American Journal of Economics and Finance, Elsevier, vol. 44(C), pages 289-313.
- Harald Hau & Sam Langfield & David Marques-Ibanez, 2013.
"Bank ratings: what determines their quality? [Bank risk during the financial crisis: do business models matter?],"
Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 28(74), pages 289-333.
- Marqués-Ibáñez, David & Hau, Harald & Langfield, Sam, 2012. "Bank ratings: what determines their quality?," Working Paper Series 1484, European Central Bank.
- Harald Hau & Sam Langfield & David Marques-Ibanez, 2012. "Bank ratings-What determines their quality?," Working Papers 12012, Bangor Business School, Prifysgol Bangor University (Cymru / Wales).
- Harald Hau & Sam Langfield & David Marques-Ibanez, 2012. "Bank Ratings: What Determines Their Quality?," Swiss Finance Institute Research Paper Series 12-31, Swiss Finance Institute.
- Hau, Harald & , & Langfield, Sam, 2012. "Bank ratings: What determines their quality?," CEPR Discussion Papers 9171, C.E.P.R. Discussion Papers.
- Ballis, Antonis & Ioannidis, Christos & Sifodaskalakis, Emmanouil, 2024. "Structural shifts in bank credit ratings," Journal of Financial Stability, Elsevier, vol. 73(C).
- Dinara Khamitovna GALLYAMOVA & Aidar Il'darovich MIFTAKHOV, 2017. "Boosting The Autonomy Of Regional Banking Systems As A Driver Of Economic Development: The Case Of Russia," Regional Science Inquiry, Hellenic Association of Regional Scientists, vol. 0(2), pages 55-68, December.
- Toader, Oana, 2015.
"Quantifying and explaining implicit public guarantees for European banks,"
International Review of Financial Analysis, Elsevier, vol. 41(C), pages 136-147.
- Oana TOADER, 2013. "Quantifying and Explaining Implicit Public Guarantees for European Banks," LEO Working Papers / DR LEO 1378, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- Oana Toader, 2014. "Quantifying and Explaining Implicit Public Guarantees for European Banks," Working Papers halshs-01015376, HAL.
- Lenz, Rainer, 2011. "Get rid of banks and build up a modern financial world," MPRA Paper 33501, University Library of Munich, Germany.
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More about this item
JEL classification:
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G24 - Financial Economics - - Financial Institutions and Services - - - Investment Banking; Venture Capital; Brokerage
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
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