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Basel Ii, Sovereign Ratings and Transfer Risk External Versus Internal Ratings · Study

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PreprintBasel Ii, Sovereign Ratings and Transfer Risk External Versus Internal Ratings

Stijn Claessens2003

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Preprintgreen2003

Basel Ii, Sovereign Ratings and Transfer Risk External Versus Internal Ratings

Stijn Claessens · G. Embrechts

31 citations·0/0 files stored·SSRN Electronic Journal

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Credit Risk and Financial Regulations Banking stability, regulation, efficiency Global Financial Crisis and Policies

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References

1997Credit risk measurement: Developments over the last 20 years 2007Determinants and Impact of Sovereign Credit Ratings 1995The Credit Rating Industry 2002Emerging Market Instability: Do Sovereign Ratings Affect Country Risk and Stock Returns?1995International Capital Markets: Developments, Prospects, and Policy Issues 1998Managing Credit Risk:The Next Great Financial Challenge 2001Default and Recovery Rates of Corporate Bond Issuers: 2000 1999International Capital Markets: Developments, Prospects, and Key Policy Issues (September 1999)

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2009Reverse-engineering country risk ratings: a combinatorial non-recursive model 2007Shadow Sovereign Ratings For Unrated Developing Countries

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2017Rating Agencies, Self-Fulfilling Prophecy and Multiple Equilibria? An Empirical Model of the European Sovereign Debt Crisis 2009-2011article · 3 shared references 2013Fuzzy semi-Markov migration process in credit riskarticle · 3 shared references 2016Pernicious effects: How the credit rating agencies disadvantage emerging marketsarticle · 3 shared references 2009Reverse-engineering country risk ratings: a combinatorial non-recursive modelarticle · 3 shared references 2012A Theoretical and Empirical Review of the EU Regulation on Credit Rating Agencies: In Search of Truth, Not Scapegoatsarticle · 3 shared references 2007Shadow Sovereign Ratings For Unrated Developing Countriesreport · 3 shared references

Details

Year2003

Typepreprint

Published2003-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations31

Files0 public / 0

ShelfCredit Risk and Financial Regulations

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doi10.2139/ssrn.386480

openalex_workW1858580405

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