Search Results

Banks' internal rating models - time for a change? The "system of floors" as proposed by the Basel committee,
Rainer Haselmann and Mark Wahrenburg, from Leibniz Institute for Financial Research SAFE (2016)
Keywords: internal rating models, floors, banking regulation, BCBS

Bank internal ratings: are capital floors a suitable tool to restore their credibility?,
Andrea Resti, in Journal of Financial Management, Markets and Institutions (2016)
Keywords: Basel Committee; Internal Rating Models; Basel 4; bank capital requirements.

Quality of Internal Risk Rating Frameworks at Commercial Banks in Pakistan,
Syed Ali, from University Library of Munich, Germany (2012)
Keywords: Credit Risk, Credit Risk Management, Internal Risk Rating

THE MANAGEMENT OF CREDIT RISK ACCORDING TO INTERNAL RATINGS- BASED APPROACH,
Balogh Peter and Bolocan Dragos-Mihail, in Annals of Faculty of Economics (2010)
Keywords: Basel II, credit risk, internal rating based approach;

The Basel II Accord: Internal ratings and bank defferentiation,
Eberhard Fees and Ulrich Hege, from Center for Financial Studies (CFS) (2004)
Keywords: Basel II Accord, risk-based capital, internal ratings based approach, bank capital, bank competition, risk-taking

Reporting of Internal Control Weaknesses and Debt Rating Changes,
Samir El-Gazzar, Kwang-Hyun Chung and Rudolph Jacob, in International Advances in Economic Research (2011)
Keywords: Debt rating changes, Internal control weaknesses, G20: Financial Markets and Institutions, G30: Corporate Finance, M00: Business and Accounting,

Failure prediction models: performance, disagreements, and internal rating systems,
Janet Mitchell and Patrick Van Roy, from National Bank of Belgium (2007)
Keywords: Basel II, failure prediction, internal ratings, model power, rating systems, ROC analysis.

Internal rating during and after the crisis,
Giacomo De Laurentis and Renato Maino, in BANCARIA (2010)
Keywords: Sme, rating, Basel 2

Does monetary policy influence banks’ risk weights under the internal ratings-based approach?,
Simona Malovana, Dominika Kolcunová and Václav Brož, in Economic Systems (2019)
Keywords: Banks; Financial stability; Internal ratings-based approach; Monetary policy;

Internal Ratings Systems, Implied Credit Risk and the Consistency of Banks’ Risk Classification Policies,
Tor Jacobson, Jesper Lindé and Kasper Roszbach, from Sveriges Riksbank (Central Bank of Sweden) (2003)
Keywords: Internal ratings; Credit risk; Tails; Value-at-Risk; Banks; Basel II.

The Basel II internal ratings based (IRB) model and the transition impact on the listed Greek banks,
Andreas Merikas, Anna Merika, Henry Penikas and Mikhail A. Surkov, in The Journal of Economic Asymmetries (2020)
Keywords: Greece; Internal-rating-based approach; IRB; Risk-weight; Basel II;

Credit risk in European banks: The bright side of the internal ratings based approach,
Doriana Cucinelli, Maria Luisa Di Battista, Malvina Marchese and Laura Nieri, in Journal of Banking & Finance (2018)
Keywords: Internal ratings based approach; Credit risk; Prudential regulation; Dynamic panels; State dependent endogenous dummy; System GMM;

The Impact of Internal Rating System Application on Credit Risk Management in Banks,
Sanja Broz Tominac, from Springer (2018)
Keywords: Bank, Credit risk, Credit risk management, IRB (internal rating based approach)

Assessing the Basel II internal ratings-based approach,
Silvio Tarca and Marek Rutkowski, in Journal of Financial Regulation and Compliance (2016)
Keywords: Financial crisis, Distance-to-default, Asymptotic single risk factor (ASRF) model, Credit value-at-risk (VaR), Internal ratings-based (IRB) approach, Reverse stress testing

INTERNAL RATINGS SYSTEMS: AN EMPIRICAL APPROACH,
Monica Dudian and Monica Balcan Maciuca, in Studies in Business and Economics (2010)
Keywords: credit risk parameters, risk management, rating assignment

Evaluating the influence of the internal ratings-based approach on bank lending in Japan,
Shin Fukuda, in Economics Bulletin (2010)
Keywords: Capital requirement, Basel II, internal ratings-approach, average treatment effect on the treated, difference-in-difference propensity score matching estimation

Issuance of a supervisory letter on internal credit rating systems,
Anonymous, in Federal Reserve Bulletin (1998)
Keywords: Risk; Credit ratings

INTERNAL RATING APPROACH IN SMEs EVALUATION,
Mario G.R. Pagliacci, in Theoretical and Applied Economics (2007)
Keywords: credit risk; public control system; banking regulations; rating evaluation. REL Classification: 7C, 17B

Internal Rating Systems: A Critical Vision,
Michele Modina, from Palgrave Macmillan (2015)
Keywords: Credit Risk, Credit Rating, International Financial Reporting Standard, Default Probability, Economic Cycle

Why markets do not trust Basel II Internal Ratings-Based Approach: What can be done about it?,
Simon Samuels, in Journal of Risk Management in Financial Institutions (2013)
Keywords: RWAs, internal ratings-based (IRB) regime, standardised approach, level playing field, Basel I, Basel II

Developing a Rating Model on a Statistical Basis,
Vasile Dedu and Tudor Alexandru Ganea, in Theoretical and Applied Economics (2009)
Keywords: credit risk; internal rating models; stress-testing.

Internal credit rating in social banking: the role of subjective and experiential factors,
Simon Cornee, from HAL (2009)
Keywords: credit rating

The effect of 2020 lockdown on bank internal ratings,
Giorgio Calcagnini, Federico Favaretto and Germana Giombini, in Economia e Politica Industriale: Journal of Industrial and Business Economics (2024)
Keywords: IRB Models, Bank ratings, Effects of Lockdowns

Internal rating stress testing methods and implications,
Pasquale Costa and Fabio Salis, in BANCARIA (2011)
Keywords: stress test, probabilità di default, modelli di rating interno

The Role of Non-financial Factors in Internal Credit Ratings,
Martin Weber, Jens Grunert and Lars Norden, from C.E.P.R. Discussion Papers (2002)
Keywords: Credit risk; Credit ratings; Debt default; Probit analysis

Internal rating and economic cycle: a structural approach towards Basel 3 regulation,
Silvio Cuneo and Renato Maino, in BANCARIA (2010)
Keywords: rating, pro-ciclicità

Improving regulatory capital allocation: a case for the internal ratings-based approach for retail credit risk exposures,
Robert Stewart, in Journal of Financial Regulation and Compliance (2021)
Keywords: Basel III, Logistic regression, Probability of default, Regulatory capital, Exposure at Default, Internal ratings-based approach, Standardized approach, Loss given default, Capital output floor, G21, G28

The Impact of Accounting Standards Utilisation on Internal Credit Rating,
Gabriela Dlasková and Petr Budinský, in European Research Studies Journal (2018)
Keywords: Credit scoring, IFRS, CAS, internal credit evaluation, financial statements, asset valuation. JEL classification: G 32, M 41, M 42.

Changes in banks’ rating assignments in response to the COVID-19 pandemic,
Marcel Barmeier and Mario Haller, in Financial Stability Report (2022)
Keywords: financial stability, credit risk management, internal credit ratings, COVID-19 pandemic

New Banks’ Business – Rating Competence for the Real Sector,
Meeh-Bunse Gunther and Hermeling Anke, in Business Systems Research (2017)
Keywords: business models, revenue, internal rating by banks, supplier evaluation

Rating beeinflusst die Laufzeit von Unternehmenskrediten,
Nataliya Fedorenko, Dorothea Schäfer and Oleksandr Talavera, in DIW Wochenbericht (2007)
Keywords: Loan maturity, Internal bank ratings, Risk of default, Creditworthiness

Rating philosophy and dynamic properties of internal rating systems: A general framework and an application to backtesting,
Anna Cornaglia and Marco Morone, from University Library of Munich, Germany (2009)
Keywords: rating philosophy; rating dynamics; cyclicality; asset correlation; migration matrices; ML estimation; backtesting; binomial test;

The impact of internal rating systems on the finan ing policy of firms,
Renato Maino and Michele Modina, in Banca Impresa Società (2012)
Keywords: Rating, capital structure, financial strategy, SME. JEL classification: G24; G32.

INTERNAL RATING – AN ACTIVE INSTRUMENT IN THE MANAGEMENT OF BANKING RISKS. CASE STUDY BCR,
Gabriela Piciu, in Studii Financiare (Financial Studies) (2013)
Keywords: rating system, managing risk, monitoring the credit, analysis of the customers

The development of a simple and intuitive rating system under Solvency II,
Elisabeth Van Laere and Bart Baesens, in Insurance: Mathematics and Economics (2010)
Keywords: IB52 IE50 Solvency II Insurance Credit scoring External ratings Internal ratings

Time series properties of a rating system based on financial ratios,
Ulrich Krüger, Martin Stötzel and Stefan Trück, from Deutsche Bundesbank (2005)
Keywords: Reduced Form Models, Rating Transitions, Markov Property, Internal Rating Systems, Time Homogeneity, Matrix Norms

Rating,
Giuseppe Galloppo, from Springer (2021)
Keywords: Morningstar stars attribution, Persistence of ratings, The europerformance/edhec rating methodology, Frequency of star rating change events, Event study

Information production in credit relationship: On the role of internal ratings in commercial banking,
Antje Brunner, Jan Pieter and Martin Weber, from Center for Financial Studies (CFS) (2000)
Keywords: Corporate rating, long-term lending, financial intermediation, information aggregation, credit risk management

РЕЙТИНГ КАК ИНСТРУМЕНТ ОЦЕНКИ РЕЗУЛЬТАТОВ ФИНАНСОВОГО КОНТРОЛЯ В СИСТЕМЕ МВД РОССИИ // RATING AS AN ASSESSMENT TOOL OF FINANCIAL CONTROL IN THE SYSTEM OF THE MINISTRY OF INTERNAL AFFAIRS OF RUSSIA,
Litvinenko Alexander, Grachev Aleksander, АЛЕКСАНДР Литвиненко Николаевич and АЛЕКСАНДР Грачев Владимирович, in Учет. Анализ. Аудит // Accounting. Analysis. Auditing (2019)
Keywords: финансовый контроль; рейтинговая оценка; органы внутренних дел; финансовая дисциплина; контрольно-ревизионные органы; financial control; the evaluation rating; the internal Affairs bodies; financial discipline; control and auditing bodies

Corporate loans, banks’ internal risk estimates and central bank collateral: evidence from the euro area,
Alessandro Calza, Julius-Benjamin Hey, Alessandro Parrini and Stephan Sauer, from European Central Bank (2021)
Keywords: banking regulation, central bank liquidity, internal ratings, probability of default

Enterprise Architecture: A Pillar in an Integrated Framework to Measure the Internal Control Effectiveness in the Oil & Gas Sector,
Mohamed Akoum and Véronique Blum, from Springer (2019)
Keywords: Internal control, Enterprise architecture, COSO, Corporate governance, Petroleum, Performance rating

Financial Stability Paper No 9: Whither the Credit Ratings Industry?,
Pragyan Deb, Mark Manning, Gareth Murphy, Adrian Penalver and Aron Toth, from Bank of England (2011)
Keywords: ratings;

Countdown for the New Basle Capital Accord: Are German banks ready for the internal ratings-based approach?,
Ralf Ewert and Andrea Szczesny, from Center for Financial Studies (CFS) (2001)
Keywords: Default probability, Credit rating, Bank regulation

Internal control weakness, investment and firm valuation,
Gady Jacoby, Yingqi Li, Tianze Li and Steven Xiaofan Zheng, in Finance Research Letters (2018)
Keywords: Sarbanes–Oxley act; Internal control weakness; Stock performance; q theory of investments; Benchmark adjusted returns; Credit ratings;

The Ownership of ratings,
Eloïc-Anil Peyrache, Antoine Faure-Grimaud and Lucía Quesada, from HAL (2009)
Keywords: Ownership,ratings

The Transmission of Liquidity Shocks: Evidence from Credit Rating Downgrades,
Ouarda Merrouche, Philippe Karam, Rima Turk Ariss and Moez Souissi, from C.E.P.R. Discussion Papers (2014)
Keywords: Credit ratings; Liquidity management; Credit supply; Multinational banks; Internal capital markets

Rating shopping and rating inflation in Israel,
Inna Bakalyar and Koresh Galil, in International Review of Financial Analysis (2014)
Keywords: Corporate bonds; Credit ratings; Rating agencies; Rating shopping; Rating inflation;

Internal ratings, the business cycle and capital requirements: some evidence from an emerging market economy,
Philip Lowe and Miguel Segoviano, from Bank for International Settlements (2002)
Keywords: risk-based capital requirements, New Capital Accord, rating of the borrower

The rollout of internal credit risk models: Implications for the novel partial-use philosophy,
Carina Schlam and Corinna Woyand, from Deutsche Bundesbank (2023)
Keywords: Costs, Internal Ratings-Based Approach, Partial Use, Risk Management, Risk-Weighted Assets, Rollout

Rating Inflation versus Deflation: On Procyclical Credit Ratings,
Yongmin Chen, Dingwei Gu and Zhiyong Yao, from University Library of Munich, Germany (2013)
Keywords: rating inflation, rating deflation, procyclical rating

Credible ratings,
,, , and ,, in Theoretical Economics (2008)
Keywords: Signaling, credibility, individual rating, centralized rating, decentralized rating

Harvesting Ratings,
Johannes Johnen and Robin Ng, from C.E.P.R. Discussion Papers (2023)
Keywords: Reputation; Ratings; Ratings inflation; Seller reputation

Credit Ratings and ESG Ratings in the European Union,
Ana Maria (Marașescu) Necula, in Ovidius University Annals, Economic Sciences Series (2024)
Keywords: credit rating, CRAs, ESG rating

Quantifying credit and market risk under Solvency II: Standard approach versus internal model,
Nadine Gatzert and Michael Martin, in Insurance: Mathematics and Economics (2012)
Keywords: Solvency II; Internal model; Rating-based credit risk model; Market risk; Credit risk;

Back to the Roots of Internal Credit Risk Models: Why Do Banks’ Risk-Weighted Asset Levels Converge over Time?,
Victoria Böhnke, Steven Ongena, Florentina Paraschiv and Endre J Reite, from Swiss Finance Institute (2022)
Keywords: Capital regulation, credit risk, internal ratings-based approach, regulatory arbitrage, risk-weighted assets

Rating the ratings: How good are commercial governance ratings?,
Robert M. Daines, Ian D. Gow and David F. Larcker, in Journal of Financial Economics (2010)
Keywords: Corporate governance Governance ratings

Re-Mapping Credit Ratings,
Alexander Eisl, Hermann W. Elendner and Manuel Lingo, from Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich (2015)
Keywords: credit rating; rating agencies; rating scales; comparison of ratings

Determinant of Sukuk Ratings,
Tika Arundina and Dato’ Mohd. Azmi Omar, in Bulletin of Monetary Economics and Banking (2009)
Keywords: Sukuk, Rating

Credit Ratings and Market Information,
Joel Shapiro and Alessio Piccolo, from C.E.P.R. Discussion Papers (2017)
Keywords: Credit ratings

Back to the roots of internal credit risk models: Does risk explain why banks' risk-weighted asset levels converge over time?,
Victoria Böhnke, Steven Ongena, Florentina Paraschiv and Endre J. Reite, from Deutsche Bundesbank (2024)
Keywords: Capital regulation, credit risk, internal ratings-based approach, regulatory arbitrage, risk-weighted assets

Back to the roots of internal credit risk models: Does risk explain why banks' risk-weighted asset levels converge over time?,
Victoria Böhnke, Steven Ongena, Florentina Paraschiv and Endre J. Reite, in Journal of Banking & Finance (2023)
Keywords: Capital regulation; Credit risk; Internal ratings-based approach; Regulatory arbitrage; Risk-weighted assets;

IMPACT OF CREDIT RATING AGENCIES ON THE GLOBAL ECONOMY,
Monika Dankiewicz, Sonia Korytkowska and Wioleta Lewandowska, from Institute of Economic Research (2013)
Keywords: rating agency, rating, crisis

Rating misconceptions or misconceptions of rating,
Alexey Maiorov and Elena Chepurnykh, in Voprosy obrazovaniya / Educational Studies Moscow (2007)
Keywords: education management, ratings, regional education systems

Split sovereign ratings and rating migrations in emerging economies,
Rasha Al-Sakka and Owain ap Gwilym, in Emerging Markets Review (2010)
Keywords: Split ratings Emerging sovereign ratings Rating migrations Marginal effects

Why rating agencies disagree on sovereign ratings,
Bernhard Bartels, in Empirical Economics (2019)
Keywords: Sovereign credit ratings, Credit rating agencies, Split ratings, International finance

Rating deflation versus inflation: On procyclical credit ratings,
Zhiyong Yao, Dingwei Gu and Yongmin Chen, in Pacific-Basin Finance Journal (2017)
Keywords: Credit rating agencies; Rating deflation; Rating inflation; Business cycles;

The Issuer-pays Business Model and Competitive Rating Market: Rating Network Structure,
Xiaoyang Zhuo, Guangli Xu and Yongjin Wang, in The Journal of Real Estate Finance and Economics (2017)
Keywords: Rating network structure, Credit rating agencies, Ratings shopping, Rating accuracy

Development of a Rating Scale for Measuring Teacher Classroom Autonomy in Secondary Schools in Southwestern Nigeria,
Ruth Olufunmilayo Diyan and Alaba Adeyemi Adediwura, in International Journal of Education and Practice (2016)
Keywords: Rating scale, Classroom autonomy, Teacher autonomy, Teacher classroom autonomy scale, Validity, Reliability, Scale convergence, Internal consistency, Teacher classroom autonomy scale

Motivational Ratings,
Johannes Hörner and Nicolas Lambert, from HAL (2021)
Keywords: Career Concerns,Mechanism Design,Ratings.

Motivational Ratings,
Johannes Hörner and Nicolas Lambert, from HAL (2021)
Keywords: Career concerns,Mechanism design,Ratings

Motivational Ratings,
Johannes Hörner and Nicolas Lambert, in The Review of Economic Studies (2021)
Keywords: Career concerns, Mechanism design, Ratings

Harvesting Ratings,
Johannes Johnen and Robin Ng, from University of Bonn and University of Mannheim, Germany (2024)
Keywords: Rating and reviews, digital economy, reputation

Harvesting Ratings,
Johannes Johnen and Robin Ng, from University of Bonn and University of Mannheim, Germany (2024)
Keywords: Rating and reviews, digital economy, reputation

Rating calibration,
Kateřina Myšková and David Hampel, in Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis (2012)
Keywords: linear calibration model, sovereign ratings

Motivational Ratings,
Johannes Hörner and Nicolas Lambert, from Toulouse School of Economics (TSE) (2020)
Keywords: Career Concerns; Mechanism Design; Ratings.

Motivational Ratings,
Johannes Hörner and Nicolas Lambert, from Cowles Foundation for Research in Economics, Yale University (2016)
Keywords: Career Concerns, Mechanism Design, Ratings

Why Rating Agencies Disagree on Sovereign Ratings,
Bernd Bartels, from Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz (2014)
Keywords: Sovereign Risk, European Rating Agency, Rating Agencies

Rating agencies and the role of rating publication rights,
Thomas Mählmann, in Journal of Banking & Finance (2008)
Keywords: Rating agencies Information disclosure Private ratings

Credit Rating Agency, Preliminary Ratings and Contact Disclosure,
Marta Allegra Ronchetti, from University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM) (2015)
Keywords: rating agencies, preliminary ratings, reputation, disclosure

Predicting Agency Rating Migrations with Spread Implied Ratings,
Jianming Kou and Simone Varotto, from Henley Business School, University of Reading (2005)
Keywords: credit rating, spread implied rating, credit risk

The optimal rating philosophy for the rating of SMEs,
F. Rikkers and A. Thibeault, from Vlerick Leuven Gent Management School (2007)
Keywords: rating philosophy, small business, Basel II, credit rating, banks

Sovereign Ratings and National Culture,
Huong Dang and Graham Partington, from University of Canterbury, Department of Economics and Finance (2016)
Keywords: Sovereign debt; sovereign rating; national culture; rating history; rating outlook

Models of Banks Ratings,
Alexandr Karminsky and Anatoly Peresetsky, in Applied Econometrics (2007)
Keywords: Bank ratings; Moody’s; rating’s models; ordered probit model

An approach to ratings mapping,
Sergey Aivazian, Sergey Golovan, Alexandr Karminsky and Anatoly Peresetsky, in Applied Econometrics (2011)
Keywords: bank ratings; ratings mapping; ordered choice models; rating agency

Consensus Information and Consensus Rating,
Christoph Lehmann and Daniel Tillich, from Springer (2016)
Keywords: Rating Agency, Credit Risk, Rating Characteristic, Single Rating, Default Probability

FEATURES OF INTERNAL AUDIT,
Razvan Ghita, in Annales Universitatis Apulensis Series Oeconomica (2006)
Keywords: internal audit, internal control.

MODALITIES OF BANKING RATINGS MEASUREMENT,
Ioan Batrancea, Lucian Gaban and Ioan Rus, in Revista Economica (2016)
Keywords: rating, CAMEL, CAMEL, logit, rating agencies

Subjectivity in sovereign credit ratings,
Lieven De Moor, Prabesh Luitel, Piet Sercu and Rosanne Vanpée, in Journal of Banking & Finance (2018)
Keywords: Credit ratings; Rating agencies; Artificial intelligence;

Environmental, Social and Governance Ratings,
Radostina Stamenova, in Nauchni trudove (2024)
Keywords: ESG ratings, credit ratings, sustainable investing

Rating in the Assessment of Investment Property,
Śmietana Katarzyna, Konowalczuk Jan and Maszczyk Anna, in Real Estate Management and Valuation (2014)
Keywords: property rating, property and market rating, investment property