Credit rating
Credit Rating via Dynamic Slack-Based Measure And It´s Optimal Investment Strategy
... In this paper we check the credit rating of firms applied for a loan. In this regard we introduce a model, named Dynamic Slack-Based Measure (DSBM) for measuring credit rating of applicant ...
12
Credit rating agencies and moral hazard
... The credit spread of Greek government bonds increased weeks before the agencies downgraded Greek sovereign credit ...of rating agencies to maintain stability of ratings across markets and business ...
10
How credit rating agencies influence the stock markets : event study
... In the end we will not have a problem with overlapping the information. The only issue that can occur is to include the same returns in both samples, if credit outlooks have the same time frame as some of the ...
79
The effects of sovereign credit rating downgrades on investment-to-price sensitivity
... government rating countries (second group) could find themselves deprived of access to the capital market and also may face more difficulties to survive, it is expected to have a positive sensitive to the prices ...
34
NO LIMITE DO RISCO: impactos da regulação sobre a atuação das Credit Rating
... Em meio às questões levantas pela audiência do caso Enron, em julho do mesmo ano promulgou-se o Public Company Accounting Reform and Investor Protection Act, que ficou conhecido como Sarbanes-Oxley Act. Tal lei, teve ...
166
Do credit rating notations affect U.S. commercial banks’ leverage levels? new findings on the effects of the financial crisis
... Este trabalho analisa a relação entre o grau de alavancagem de bancos comerciais dos E.U.A. (tanto o grau de alavancagem com valores de mercado como o grau de alavancagem com valores contabilísticos) e as alterações ao ...
58
Essays on credit rating announcements
... corporate rating announcements covering almost 2,900 ...in rating changes are generally seen after major economic crises and when rates of default ...higher rating volatilities come together with ...
116
BAR, Braz. Adm. Rev. vol.10 número4
... The next article (“The Impact of Credit Rating Changes in Latin American Stock Markets”, by Abner Freitas and Andrea Minardi) investigates whether a rating change or Credit Watch announ[r] ...
2
The impact of the financial crisis on the financial constraints of portuguese small and medium enterprises
... Sovereign credit rating downgrades have several effects not only on the population of the downgraded country that sometimes go through difficulties because of the policies imposed by the government but also ...
53
BAR, Braz. Adm. Rev. vol.10 número4
... analyze credit-rating information in Latin ...of rating agencies’ credit risk ...a credit rating. In most cases, S&P’s and Moody’s credit ratings and ratings as ...
23
BAR, Braz. Adm. Rev. vol.11 número2
... papers, credit rating is a proxy for credit risk and consequently tends to be influenced by variables related to a company ’s financial position, as well as qualitative variables that are taken into ...
22
Lua Nova número88
... Countries with parliamentary systems have a higher Gross Domestic Product (GDP) per capita, a higher degree of economic equality, a higher life expectancy, and a higher credit rating [r] ...
47
BANK RATING. A COMPARATIVE ANALYSIS
... to credit risk assessment – the rating ...the rating systems of the two main credit rating agencies, Standard & Poor's and ...internal rating system in a bank can be ...
6
Transparency in Project Bond Ratings - Assessment of Rating Methodologies and Development of a Proven Rating Simulator
... the rating process of project bonds by (1) deriving the major rating drivers and by (2) assessing the characteristics of the agencies’ rating ...the rating criteria of the major rating ...
25
Sovereign credit ratings and financial markets linkages: application to European data
... sovereign credit rating developments. The fact that negative rating events take markets mostly by surprise, can either imply that fundamentals are not fully discounted on a more permanent basis by ...
42
Operações off-balance sheet e instrumentos híbridos: utilização pelas empresas que compõe o IBrX-100 e sua relação com o rating e a internacionalização das empresas brasileiras
... the credit rating have any effects over the decision of the companies to make use or not of the mentioned transactions and ...and credit ratings of the companies included in the IBrX-100 index in the ...
39
Machine learning no processo de risco de crédito das instituições bancárias
... 56 Sendo o terceiro mais citado, o Hsinchun Chen com 33467 citações. Neste destacamos a seguinte obra: “Credit rating analysis with support vector machines and neural networks: a market comparative study”. ...
138
ANA MARIA FURTADO ADÃO E SILVA CRUZ STUDENT NUMBER: 300
... later, rating agencies are now being accused of being too harsh with their ...U.S. credit, rating agencies are now under open fire from outraged governments that accuse them of stimulating the ...
51
Credit Risk of Financial Institutions
... on credit risk, studies often do not consider financial ...measure credit risk of financial institutions and conclude which one best predicts credit rating ...a credit scoring model; a ...
26
From a Crisis Perspective
... The sample period goes from March, 2007 to October, 2011 and comprises weekly observations on the 5 years CDS spreads and bond yields of 8 Euro area countries. The first main result is that credit rating ...
39