Relevant bibliographies by topics / Credit ratings and credit risk

Contents

  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'Credit ratings and credit risk'

Author: Grafiati
Published: 4 June 2021
Last updated: 1 February 2022

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Journal articles on the topic "Credit ratings and credit risk"

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Kiesel, Florian, and Jonathan Spohnholtz. "CDS spreads as an independent measure of credit risk." Journal of Risk Finance 18, no. 2 (2017): 122–44. http://dx.doi.org/10.1108/jrf-09-2016-0119.

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Purpose The creditworthiness of corporates is most visible in credit ratings. This paper aims to present an alternative credit rating measure independently of credit rating agencies. The credit rating score (CRS) is based on the credit default swap (CDS) market trading. Design/methodology/approach A CRS is developed which is a linear function of logarithmized CDS spreads. This new CRS is the first one that is completely independent of the rating agency. The estimated ratings are compared with ratings provided by Fitch Ratings for 310 European and US non-financial corporates. Findings The empir
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Singagerda, Faurani Santi, Tulus Suryanto, and Jesscia Christina Sudjana. "Credit Risk-Return Puzzle: Asian Countries Representative." Journal of Accounting and Business Education 1, no. 1 (2017): 26. http://dx.doi.org/10.26675/jabe.v1i1.9747.

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<p>This research investigates the presence of Credit Risk-Return Puzzle on Indonesia, China, Japan and Singapore, by analyzing the relationship between credit risk and stock return with the utilization of credit ratings from Moody’s to represent credit risk. The data comprises of monthly data from January 2001 to December 2015, compiled in an unbalanced panel and then regressed with the Hausman-Taylor Estimator due to the presence of time-invariant variables such as countries and country classifications within the dataset.</p><p>The results from this research show that Credit
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Chodnicka-Jaworska, Patrycja. "Macroeconomic aspects of banks’ credit ratings." Equilibrium 12, no. 1 (2017): 101. http://dx.doi.org/10.24136/eq.v12i1.6.

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Research background: The practical analysis suggests that credit ratings are especially significant for banks. The literature review suggests that in previous analysis researchers usually took into consideration financial factors of the banks’ credit ratings methodology. This article analyses the impact of macroeconomic factors on the banks’ credit ratings.
 Purpose of the article: The paper examines and analyses the impact of the macroeconomic risk factors on the credit ratings received by banks. In the article, the methodology of credit risk assessment proposed by Moody’s Investor Servi
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Venkiteshwaran, Vinod. "Do asset sales affect firm credit risk? – Evidence from credit rating assignments." Managerial Finance 40, no. 9 (2014): 903–27. http://dx.doi.org/10.1108/mf-09-2012-0196.

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Purpose – Asset sales can have opposing effects on firm credit quality. On the one hand asset sales could signal increased credit risk resulting from distress or on the other hand they could improve internal liquidity and hence credit quality. Therefore the impact potential asset sales can have on credit quality is an empirical question and one that has previously not been examined in the literature. The paper aims to discuss these issues. Design/methodology/approach – Using credit ratings as a measure of firm credit quality, in ordered probit regressions, this study finds evidence consistent
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Jacobs Jr, Michael, Ahmet K. Karagozoglu, and Dina Naples Layish. "Credit risk signals in CDS market vs agency ratings." Journal of Risk Finance 17, no. 2 (2016): 194–217. http://dx.doi.org/10.1108/jrf-07-2015-0070.

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Purpose This research aims to model the relationship between the credit risk signals in the credit default swap (CDS) market and agency credit ratings, and determines the factors that help explain the variation in such signals. Design/methodology/approach A comprehensive analysis of the differences in the relative credit risk assessments of CDS-based risk signals and agency ratings is provided. It is shown that the divergence between credit risk signals in the CDS market and agency ratings is explained by factors which the rating agencies may consider differently than credit market participant
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Barth, Mary E., Gaizka Ormazabal, and Daniel J. Taylor. "Asset Securitizations and Credit Risk." Accounting Review 87, no. 2 (2011): 423–48. http://dx.doi.org/10.2308/accr-10194.

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ABSTRACT This study examines the sources of credit risk associated with asset securitizations and whether credit-rating agencies and the bond market differ in their assessment of this risk. Measuring credit risk using credit ratings, we find the securitizing firm's credit risk is positively related to the firm's retained interest in the securitized assets and unrelated to the portion of the securitized assets not retained by the firm. Measuring credit risk using bond spreads, we find the securitizing firm's credit risk is positively related to both the firm's retained interest in the assets an
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Ntsalaze, Zuziwe, Gideon Boako, and Paul Alagidede. "The impact of sovereign credit ratings on corporate credit ratings in South Africa." African Journal of Economic and Management Studies 8, no. 2 (2017): 126–46. http://dx.doi.org/10.1108/ajems-07-2016-0100.

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Purpose The purpose of this paper is to examine the impact of sovereign credit ratings on corporations in South Africa by assessing whether the sovereign rating assigned to South Africa by credit rating agencies acts as a ceiling/constraint for credit ratings assigned to corporations that operate within the country. The question of whether sovereign ratings are significant in determining corporate ratings was also explored. Design/methodology/approach To test the hypothesis regarding the rating of corporates relative to sovereigns, a longitudinal panel design was followed. The analysis employe
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Hilscher, Jens, and Mungo Wilson. "Credit Ratings and Credit Risk: Is One Measure Enough?" Management Science 63, no. 10 (2017): 3414–37. http://dx.doi.org/10.1287/mnsc.2016.2514.

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Lopatta, Kerstin, Magdalena Tchikov, and Finn Marten Körner. "The impact of market sectors and rating agencies on credit ratings: global evidence." Journal of Risk Finance 20, no. 5 (2019): 389–410. http://dx.doi.org/10.1108/jrf-09-2017-0145.

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Purpose A credit rating, as a single indicator on one consistent scale, is designed as an objective and comparable measure within a credit rating agency (CRA). While research focuses mainly on the comparability of ratings between agencies, this paper additionally questions empirically how CRAs meet their promise of providing a consistent assessment of credit risk for issuers within and between market segments of the same agency. Design/methodology/approach Exhaustive and robust regression analyses are run to assess the impact of market sectors and rating agencies on credit ratings. The examina
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Stellinga, Bart. "Why performativity limits credit rating reform." Finance and Society 5, no. 1 (2019): 20–41. http://dx.doi.org/10.2218/finsoc.v5i1.3016.

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The 2008 crisis made clear that credit rating agencies (CRAs) can contribute to systemic financial risk. Surprisingly, post-crisis reforms have hardly addressed the underlying problems, including rating agencies’ methodologies, their ratings’ homogeneity, and widespread market reliance on these signals. Current scholarship on CRA regulation blames policymakers’ unwillingness to fix systemic problems. This article draws on insights from the social studies of finance literature to provide a different explanation: the key obstacle is policymakers’ inability to fix these problems. The regulatory p
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Dissertations / Theses on the topic "Credit ratings and credit risk"

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Xie, Huixian. "Credit Ratings and Firm Litigation Risk." Scholarship @ Claremont, 2015. http://scholarship.claremont.edu/cmc_theses/1067.

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This paper looks at whether firms’ credit ratings are negatively affected by litigation risk after controlling for known factors that affect credit ratings. The conventional wisdom is that litigation risk and credit ratings have an inverse relationship. However, my hypothesis is that the inverse relationship will not be stable if the model of credit ratings has taken other factors into account. The methodology first constructs a model of litigation risk, and then regress the credit ratings on the measurement of litigation risk. Previous empirical research on litigation risk measurement uses in
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Jarvis, Marilyn Adams. "Credit risk-rating system for agricultural leases." Thesis, This resource online, 1992. http://scholar.lib.vt.edu/theses/available/etd-12232009-020554/.

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Arnold, Bruce Robert Banking &amp Finance Australian School of Business UNSW. "Ratings transitions and total return." Publisher:University of New South Wales. Banking & Finance, 2009. http://handle.unsw.edu.au/1959.4/43791.

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The expected yield to maturity on a defaultable obligation equals the nominal yield less expected default losses. However, in a mark-to-market world, one doesn't have the luxury of reporting one's performance on the basis of yield to maturity. Total return is calculated for an arbitrary holding period, and must reflect any mark-to-market gains or losses as at the close of the period-gains or losses that can be triggered by the bond's upgrade or downgrade. Thus to estimate expected total return, one must estimate not only expected default losses, but also the impact on capital price of expec
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Barton, Amanda. "Split credit ratings and the prediction of bank ratings in the Basel II environment." Thesis, University of Southampton, 2006. https://eprints.soton.ac.uk/210217/.

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This thesis investigates two aspects of credit risk measurement in the context of Basel 11: The International Convergence of Capital Measurement and Capital Standards. The first is the problem arising when two credit rating agencies disagree over the rating assigned to an issuer and a split rating arises. The second area is the determination of internal credit rating models for use under the Internal ratings-based approach. This thesis presents a variety of bank rating modes for individual and long term ratings across different agencies and regions. Using an extensive database of credit rating
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Cruces, Juan José. "Essays on asset pricing in emerging markets /." Thesis, Connect to this title online; UW restricted, 2001. http://hdl.handle.net/1773/7506.

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Frerichs, Hergen. "Evaluating credit risk models /." [S.l.] : [s.n.], 2003. http://aleph.unisg.ch/hsgscan/hm00105641.pdf.

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Petzel, Arthur Richard III. "Does the Permanently Reinvested Earnings Assertion Influence Perceptions of Credit Risk?" Diss., Virginia Tech, 2017. http://hdl.handle.net/10919/76647.

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In recent years, the impact of the permanently reinvested earnings (PRE) assertion on the financial reporting environment has grown tremendously. Under Accounting Standards Codification (ASC) 740, a firm making the PRE assertion is able to avoid recognizing residual U.S. taxes on earnings of its foreign subsidiaries so long as it reinvests those earnings outside of the U.S. Suboptimal reinvestment is a potential consequence for PRE-asserting firms due to limited reinvestment opportunities abroad. Suboptimal foreign reinvestment, typically high amounts of reinvestment in financial assets, m
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Prakash, Puneet. "Absolute or Relative? Which Standards do Credit Rating Agencies Follow?" restricted, 2005. http://etd.gsu.edu/theses/available/etd-08042005-152025/.

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Thesis (Ph. D.)--Georgia State University, 2005.<br>Title from title screen. Richard D Phillips, committee chair; Neil A Doherty, Sanjay Srivastava, Jayant R Kale, Ajai Subramanian, committee members. Electronic text (133 p. : ill. (some col.)) : digital, PDF file. Description based on contents viewed June 26, 2007. Includes bibliographical references (p. 69-74).
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Akins, Brian Keith. "Financial reporting quality and uncertainty about credit risk among the ratings agencies." Thesis, Massachusetts Institute of Technology, 2012. http://hdl.handle.net/1721.1/77816.

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Thesis (Ph. D.)--Massachusetts Institute of Technology, Sloan School of Management, 2012.<br>Cataloged from PDF version of thesis.<br>Includes bibliographical references (p. 46-53).<br>I study whether financial reporting quality resolves uncertainty about credit risk by examining how it affects disagreement between rating agencies. I find better reporting quality is associated with less uncertainty about credit risk as captured by disagreement about ratings between the agencies. Further, my results are consistent with reporting quality becoming more important in reducing uncertainty when an ag
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Martins, Joana Sofia Luís. "Credit risk of financial institutions." Master's thesis, NSBE - UNL, 2014. http://hdl.handle.net/10362/11692.

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A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics<br>Although there is substantial literature on credit risk, studies often do not consider financial institutions. However, considering that several entities are exposed to these institutions, namely through the counterparty role that they play, it is of major relevance the accurate assessment of its credit risk. As such, this study aims at analysing three different models to measure credit risk of financial institutions and conclude which one best
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Books on the topic "Credit ratings and credit risk"

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Larraín, Guillermo, and Guillermo Larraín. Emerging market risk and sovereign credit ratings. Organisation for Economic Co-operation and Development, 1997.

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Walraven, Nicholas Alan. Bank risk ratings and the pricing of agricultural loans. Federal Reserve Board, 2003.

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Feeney, Paul. Credit risk and ratings in the euronote market. Institute of European Finance, University College of North Wales, 1987.

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Ammer, John. How consistent are credit ratings?: A geographic and sectoral analysis of default risk. Federal Reserve Board, 2000.

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Credit risk valuation: Methods, models, and applications. 2nd ed. Springer, 2001.

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Indikatorkonstellationen zur Bonitätsbeurteilung von Unternehmen im Rahmen des Kreditrisikomanagements. GBI-Verlag, 1991.

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Cantor, Richard. Determinants and impacts of sovereign credit ratings. Public Information Dept., Federal Researve Bank of New York, 1996.

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Kiesel, Rüdiger. The structure of credit risk: Spread volatility and ratings transitions. Bank of England, 2001.

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Nickell, Pamela. Ratings versus equity-based credit risk modelling: An empirical analysis. Bank of England, 2001.

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Kiesel, Rudiger. The structure of credit risk: spread volatility and ratings transitions. Bank of England, 1999.

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Book chapters on the topic "Credit ratings and credit risk"

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Schäl, Ingo. "Internal Ratings for Corporate Clients." In Credit Risk. Physica-Verlag HD, 2003. http://dx.doi.org/10.1007/978-3-642-59365-9_12.

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Koulafetis, Panayiota. "Chapter 3: Credit Ratings: Credit Rating Agencies, Rating Process and Surveillance." In Modern Credit Risk Management. Palgrave Macmillan UK, 2017. http://dx.doi.org/10.1057/978-1-137-52407-2_3.

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Paudyn, Bartholomew. "The Rise of Risk and Uncertainty." In Credit Ratings and Sovereign Debt. Palgrave Macmillan UK, 2014. http://dx.doi.org/10.1057/9781137302779_3.

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Herrera, Victor Manuel, Daniela Brandazza, and Fabiola Ortíz. "Subnational Entity Credit-Risk Ratings." In The Local Alternative. Palgrave Macmillan US, 2011. http://dx.doi.org/10.1057/9780230119642_15.

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Karminsky, Alexander, and Andrey Polozov. "Credit Ratings as A Financial Risk Measure." In Handbook of Ratings. Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-39261-5_2.

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Schroeder, Susan K. "Private Credit Risk." In Public Credit Rating Agencies. Palgrave Macmillan US, 2015. http://dx.doi.org/10.1057/9781137359117_3.

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Schroeder, Susan K. "Sovereign Credit Risk." In Public Credit Rating Agencies. Palgrave Macmillan US, 2015. http://dx.doi.org/10.1057/9781137359117_4.

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Kaiser, Thomas, and Tatjana Schulz. "Risk Culture as a Means of Mitigating Conduct Risk." In Social Credit Rating. Springer Fachmedien Wiesbaden, 2020. http://dx.doi.org/10.1007/978-3-658-29653-7_9.

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De Laurentis, Giacomo. "Credit Rating Culture." In Risk Culture in Banking. Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-57592-6_16.

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Modina, Michele. "Credit Risk Management." In Credit Rating and Bank-Firm Relationships. Palgrave Macmillan UK, 2015. http://dx.doi.org/10.1057/9781137496225_3.

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Conference papers on the topic "Credit ratings and credit risk"

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Wang Honghai. "Rating of credit risk utilizing improved GRA with compound weight." In 2011 2nd International Conference on Artificial Intelligence, Management Science and Electronic Commerce (AIMSEC). IEEE, 2011. http://dx.doi.org/10.1109/aimsec.2011.6011178.

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Qi Fei, Chi Guotai, and Sui Cong. "The small sample credit risk rating and its empirical study." In 2011 International Conference on Business Management and Electronic Information (BMEI). IEEE, 2011. http://dx.doi.org/10.1109/icbmei.2011.5917015.

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Ata, Sezai. "The Macroeconomic Effects of Credit Regulations." In International Conference on Eurasian Economies. Eurasian Economists Association, 2018. http://dx.doi.org/10.36880/c10.02075.

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In this study, the effects of macro prudential policies on consumer loans in the recent period are examined on the basis of total loan developments and credit type. The findings of the study show that macro prudential policies are quite effective in slowing down the growth rate of total credit and consumer loans for the ultimate purpose. In addition, the overall provisioning and risk weighting regimes provided banks with a modest level of capital adequacy ratios and prevented banks from growing in risky assets. The results of some loan types indicate that credit utilization, determined by chan
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Ning, Yinan, and Yunfei Li. "Study on credit rating model of China's listed companies based on the optimal segmentation method." In Fifth Symposium of Risk Analysis and Risk Management in Western China (WRARM 2017). Atlantis Press, 2017. http://dx.doi.org/10.2991/wrarm-17.2017.3.

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Yue Zhao, Yong C. Cao, Xiu Q. Pan, Yong Lu, and Xiao N. Xu. "A telecom clients’ credit risk rating model based on active learning." In 2008 IEEE International Conference on Automation and Logistics (ICAL). IEEE, 2008. http://dx.doi.org/10.1109/ical.2008.4636608.

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Roeder, Jan. "Alternative Data for Credit Risk Management: An Analysis of the Current State of Research." In Digital Support from Crisis to Progressive Change. University of Maribor Press, 2021. http://dx.doi.org/10.18690/978-961-286-485-9.13.

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Determining credit risk is important for banks and nonbanks alike. For credit risk management, the heterogeneous data generated today can potentially complement the established data such as balance sheet ratios. It has not yet been clearly shown which alternative data sources, such as social media or satellite data, provide added value and how this value can be extracted effectively. This review provides an overview of the intersection between these areas and develops a research agenda. The analysis of the 29 identified papers shows that the use of financial news is analyzed most frequently. S
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Yang, Shaomei, and Junyan Zhao. "Study on Commercial Banks Credit Risk Based on AGA and Camel Rating System." In 2009 Second International Workshop on Knowledge Discovery and Data Mining (WKDD). IEEE, 2009. http://dx.doi.org/10.1109/wkdd.2009.62.

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Luo Jianfeng and Ma Tianshan. "An comprehensive rating model of manufacturing enterprise's credit risk based on logistics finance." In 2010 International Conference on Computer Application and System Modeling (ICCASM 2010). IEEE, 2010. http://dx.doi.org/10.1109/iccasm.2010.5622102.

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Dai, Zongrui, Zhang Yuchen, Aya Li, and Guobin Qian. "The application of machine learning in bank credit rating prediction and risk assessment." In 2021 IEEE 2nd International Conference on Big Data, Artificial Intelligence and Internet of Things Engineering (ICBAIE). IEEE, 2021. http://dx.doi.org/10.1109/icbaie52039.2021.9389901.

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Fan, Lidan, and Sifan Zhao. "Credit rating of bank customers and money laundering risk prediction based on pattern recognition." In ICCIR 2021: 2021 International Conference on Control and Intelligent Robotics. ACM, 2021. http://dx.doi.org/10.1145/3473714.3473835.

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Reports on the topic "Credit ratings and credit risk"

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Bolton, Patrick, Xavier Freixas, and Joel Shapiro. The Credit Ratings Game. National Bureau of Economic Research, 2009. http://dx.doi.org/10.3386/w14712.

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Benmelech, Efraim, and Jennifer Dlugosz. The Alchemy of CDO Credit Ratings. National Bureau of Economic Research, 2009. http://dx.doi.org/10.3386/w14878.

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Bongaerts, Dion, K. J. Martijn Cremers, and William Goetzmann. Tiebreaker: Certification and Multiple Credit Ratings. National Bureau of Economic Research, 2009. http://dx.doi.org/10.3386/w15331.

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Galaasen, Sigurd, Rustam Jamilov, Ragnar Juelsrud, and Hélène Rey. Granular Credit Risk. National Bureau of Economic Research, 2020. http://dx.doi.org/10.3386/w27994.

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López-Piñeros, Martha Rosalba, Fernando Tenjo-Galarza, and Hector Manuel Zárate-Solano. Credit cycles, credit risk and countercyclical loan provisions. Banco de la República, 2013. http://dx.doi.org/10.32468/be.788.

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Reinhart, Carmen. Default, Currency Crises and Sovereign Credit Ratings. National Bureau of Economic Research, 2002. http://dx.doi.org/10.3386/w8738.

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Becker, Bo, and Todd Milbourn. How did increased competition affect credit ratings? National Bureau of Economic Research, 2010. http://dx.doi.org/10.3386/w16404.

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Gourio, Francois. Credit Risk and Disaster Risk. National Bureau of Economic Research, 2011. http://dx.doi.org/10.3386/w17026.

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He, Zhiguo, and Wei Xiong. Rollover Risk and Credit Risk. National Bureau of Economic Research, 2010. http://dx.doi.org/10.3386/w15653.

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Berndt, Antje, Rohan Douglas, Darrell Duffie, and Mark Ferguson. Corporate Credit Risk Premia. National Bureau of Economic Research, 2018. http://dx.doi.org/10.3386/w24213.

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