Models of Banks Ratings
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References listed on IDEAS
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Citations
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Cited by:
- Alexander Karminsky & Richard Hainsworth & Vasily Solodkov, 2013.
"Arm’s Length Method for Comparing Rating Scales,"
Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 3(2), pages 114-135, December.
- Richard Hainsworth & Alexander Karminsky & Vasily Solodkov, 2012. "Arm's Length Method for Comparing Rating Scales," HSE Working papers WP BRP 01/FE/2012, National Research University Higher School of Economics.
- Aivazian, Sergey & Golovan, Sergey & Karminsky, Alexander & Peresetsky, Anatoly, 2011. "An approach to ratings mapping," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 23(3), pages 13-40.
- Zhivaikina, A. & Peresetsky, A., 2017. "Russian Bank Credit Ratings and Bank License Withdrawal 2012-2016," Journal of the New Economic Association, New Economic Association, vol. 36(4), pages 49-80.
- Anatoly Peresetsky, Alexander Karminsky, 2011.
"Models for Moody’s Bank Ratings,"
Frontiers in Finance and Economics, SKEMA Business School, vol. 8(1), pages 88-110, April.
- Peresetsky, Anatoly & Karminsky, Alexander, 2008. "Models for Moody's bank ratings," BOFIT Discussion Papers 17/2008, Bank of Finland Institute for Emerging Economies (BOFIT).
- Peresetsky, A. A. & Karminsky, A. M., 2011. "Models for Moody’s bank ratings," MPRA Paper 34864, University Library of Munich, Germany.
- Alexander M. Karminsky & Ella Khromova, 2016. "Modelling banks’ credit ratings of international agencies," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 6(3), pages 341-363, December.
- Peresetsky, A. A., 2011. "What factors drive the Russian banks license withdrawal," MPRA Paper 41507, University Library of Munich, Germany.
- repec:zbw:bofitp:2008_017 is not listed on IDEAS
- Alexander Karminsky, 2016. "Rating models: emerging market distinctions," Papers 1607.02422, arXiv.org.
- Alexander M. Karminsky & Sergei Grishunin & Natalya Dyachkova & Maxim Bisenov, 2020. "The comparison of empirical methods for modeling credit ratings of industrial companies from BRICS countries," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 10(2), pages 333-348, June.
- Peresetsky, Anatoly, 2009. "Models for the External Support Component of Moody's Bank Ratings," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 14(2), pages 3-23.
- Ошерович Инна Львовна, 2015. "Анализ вероятностных соответствий меж ду рейтингами ведущих меж дународных компаний Moody’s, Fitch и standard&poor’s," Вестник Финансового университета, CyberLeninka;Федеральное государственное образовательное бюджетное учреждение высшего профессионального образования «Финансовый университет при Правительстве Российской Федерации» (Финансовый университет), issue 3 (87), pages 136-148.
- 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.
- Karminsky, A. & Dyachkova, N., 2020. "Empirical study of the relationship between credit cycles and changes in credit ratings," Journal of the New Economic Association, New Economic Association, vol. 48(4), pages 138-160.
- Denis Shibitov & Mariam Mamedli, 2019. "The finer points of model comparison in machine learning: forecasting based on russian banks’ data," Bank of Russia Working Paper Series wps43, Bank of Russia.
- Salnikov, V. & Mogilat, A. & Maslov, I., 2012. "Stress Testing for Russian Real Sector: First Approach," Journal of the New Economic Association, New Economic Association, vol. 16(4), pages 46-70.
- Anatoly Peresetsky, Alexander Karminsky, 2011.
"Models for Moody’s Bank Ratings,"
Frontiers in Finance and Economics, SKEMA Business School, vol. 8(1), pages 88-110, April.
- Peresetsky, Anatoly & Karminsky, Alexander, 2008. "Models for Moody's bank ratings," BOFIT Discussion Papers 17/2008, Bank of Finland, Institute for Economies in Transition.
- Peresetsky, A. A. & Karminsky, A. M., 2011. "Models for Moody’s bank ratings," MPRA Paper 34864, University Library of Munich, Germany.
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More about this item
Keywords
Bank ratings; Moody’s; rating’s models; ordered probit model;All these keywords.
JEL classification:
- C50 - Mathematical and Quantitative Methods - - Econometric Modeling - - - General
- G24 - Financial Economics - - Financial Institutions and Services - - - Investment Banking; Venture Capital; Brokerage
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