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Stability of ratings transitions
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Stability of ratings transitions (2001)Stability of ratings transitionsThe Credit Rating Industry (1995)The Credit Rating IndustryThe Implications of Corporate Bond Ratings Drift (1992)The Implications of Corporate…Credit Rating Migration Risk and Business Cycles (2012)Credit Rating Migration Risk …Can rating agencies look through the cycle? (2012)Can rating agencies look thro…Transition matrix models of consumer credit ratings (2011)Transition matrix models of c…Analysis of sectoral credit default cycle dependency with wavelet networks: Evidence from Turkey (2009)Analysis of sectoral credit d…The credit rating process and estimation of transition probabilities: A Bayesian approach (2008)The credit rating process and…Split bond ratings and rating migration (2008)Split bond ratings and rating…Heterogeneity of sovereign rating migrations in emerging countries (2008)Heterogeneity of sovereign ra…Homogeneous semi-Markov reliability models for credit risk management* (2006)Homogeneous semi-Markov relia…Empirical credit cycles and capital buffer formation (2005)Empirical credit cycles and c…Capital requirements and business cycle regimes: Forward-looking modelling of default probabilities (2005)Capital requirements and busi…A multi-factor, credit migration model for sovereign and corporate debts (2003)A multi-factor, credit migrat…The effects of estimation error on measures of portfolio credit risk (2002)The effects of estimation err…Regulatory and “economic” solvency standards for internationally active banks (2002)Regulatory and “economic” sol…Procyclicality and the New Basel Accord - Banks' Choice of Loan Rating System (2002)Procyclicality and the New Ba…Large Portfolio Losses (2002)Large Portfolio LossesRegulatory implications of credit risk modelling (2000)Regulatory implications of cr…Pricing Derivatives on Financial Securities Subject to Credit Risk (1995)A Markov Model for the Term Structure of Credit Risk Spreads (1997)Rating Banks: Risk and Uncertainty in an Opaque Industry (2002)The Economic Function of Credit Rating Agencies - What Does the Watchlist Tell Us? 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this work references cited by second hop

References

  • 1995The Credit Rating Industry455 cited
  • 1992The Implications of Corporate Bond Ratings Drift155 cited

Cited by

  • 2005Capital requirements and business cycle regimes: Forward-looking modelling of default probabilities98 cited
  • 2005Empirical credit cycles and capital buffer formation85 cited
  • 2008Split bond ratings and rating migration79 cited
  • 2000Regulatory implications of credit risk modelling77 cited
  • 2008The credit rating process and estimation of transition probabilities: A Bayesian approach75 cited
  • 2002Regulatory and “economic” solvency standards for internationally active banks68 cited
  • 2002Large Portfolio Losses63 cited
  • 2003A multi-factor, credit migration model for sovereign and corporate debts62 cited
  • 2002Procyclicality and the New Basel Accord - Banks' Choice of Loan Rating System62 cited
  • 2009Analysis of sectoral credit default cycle dependency with wavelet networks: Evidence from Turkey61 cited
  • 2006Homogeneous semi-Markov reliability models for credit risk management*60 cited
  • 2008Heterogeneity of sovereign rating migrations in emerging countries55 cited
  • 2012Credit Rating Migration Risk and Business Cycles

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55 cited
  • 2002The effects of estimation error on measures of portfolio credit risk55 cited
  • 2011Transition matrix models of consumer credit ratings52 cited
  • 2012Can rating agencies look through the cycle?49 cited