Forecasting Credit Ratings of EU Banks
نویسندگان
چکیده
منابع مشابه
Forecasting Credit Risk in Banks Listed on Tehran Stock Exchange
The present study aim is to offer a systematic method of assessing the credit risk of banks and also to identify key indicators using Decision Making Trial and Evaluation Laboratory (DEMATEL) technique as well as using Logit Regression in order to predict the credit risk of listed banks. The population of the study consists of the legal clients of the bank (Ansar Bank, Bank Saderat Iran, Bank M...
متن کاملEU BANKS MARGINS AND CREDIT STANDARDS December 2000
Fax +49 69 1344 6000 Telex 411 144 ecb d All rights reserved. Reproduction for educational and non-commercial purposes is permitted provided that the source is acknowledged. 3 Contents Executive summary 5 Introduction 7 1 Banks' margin developments 7 1.1 Main observations 13 1.2 Factors affecting banks' margins 14 1.3 Conclusion of the section 17 2 Reasons for changes in the competitive environ...
متن کاملforecasting credit risk in banks listed on tehran stock exchange
the present study aim is to offer a systematic method of assessing the credit risk of banks and also to identify key indicators using decision making trial and evaluation laboratory (dematel) technique as well as using logit regression in order to predict the credit risk of listed banks. the population of the study consists of the legal clients of the bank (ansar bank, bank saderat iran, bank m...
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The collapse of so many AAA-rated structured ...nance products in 2007-2008 has brought renewed attention to the causes of ratings failures and the con‡icts of interest in the Credit Ratings Industry. We provide a model of competition among Credit Ratings Agencies (CRAs) in which there are three possible sources of con‡icts: 1) the CRA con‡ict of interest of understating credit risk to attract ...
متن کاملMarket - based Credit Ratings ∗
We present a methodology for rating the creditworthiness of public companies in the U.S. from the prices of traded assets. Our approach uses asset pricing data to impute a term structure of risk neutral survival functions or default probabilities. Firms are then clustered into ratings categories based on their survival functions using a functional clustering algorithm. This allows all public fi...
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ژورنال
عنوان ژورنال: International Journal of Financial Studies
سال: 2020
ISSN: 2227-7072
DOI: 10.3390/ijfs8030049