Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Generally accepted rating principles: A primer

16 references·16 citing·46 second hopsampled

FromToDepth

this work references cited by second hop· second hop is a sample of the most-cited connections

References

1991Monitoring and Reputation: The Choice between Bank Loans and Directly Placed Debt3,294 cited
2000Can Relationship Banking Survive Competition?1,575 cited
1992The Effect of Bond Rating Agency Announcements on Bond and Stock Prices1,002 cited
1997Credit risk measurement: Developments over the last 20 years806 cited
1998The Declining Credit Quality of U.S. Corporate Debt: Myth or Reality?741 cited
1998Is relationship lending special? Evidence from credit-file data in Germany709 cited
1990Credit-Worthiness Tests and Interbank Competition589 cited
1999Credit Risk Measurement: New Approaches to Value at Risk and Other Paradigms322 cited
1998Managing Credit Risk:The Next Great Financial Challenge303 cited
1989An econometric analysis of the bank credit scoring problem284 cited
1999Bank monitoring and the pricing of corporate public debt1We thank Atul Gupta, Robyn McLaughlin, Tim Mech, David P. Simon, and especially Bill Schwert (the editor), and Peggy Wier (the referee) for their valuable comments. The third author acknowledges partial financial support from the Babcock Summer Research Program. The usual disclaimer applies.1283 cited
1987THE INFORMATIONAL CONTENT OF BOND RATINGS263 cited
1998Credit Risk in Private Debt Portfolios247 cited
1999Disintermediation and the Role of Banks in Europe: An International Comparison

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

244 cited

1998Bank behavior based on internal credit ratings of borrowers224 cited

1997The Effect of Bond-Rating Changes on Bond Price Performance224 cited

Cited by

2006After VaR: The Theory, Estimation, and Insurance Applications of Quantile‐Based Risk Measures174 cited
2022The Limits of Model‐Based Regulation142 cited
2018A multicriteria outranking approach for modeling corporate credit ratings: An application of the Electre Tri-nC method128 cited
2008Handbook of Financial Engineering118 cited
2005Principles for sustainability rating of investment funds114 cited
2010The Performance of Credit Rating Systems in the Assessment of Collateral Used in Eurosystem Monetary Policy Operations104 cited
2014The Limits of Model-Based Regulation99 cited
2017The Relevance of Soft Information for Predicting Small Business Credit Default: Evidence from a Social Bank93 cited
2008Variable selection and oversampling in the use of smooth support vector machines for predicting the default risk of companies88 cited
2004Lending to Small and Medium-Sized Firms: Is There an East-West Gap in Germany?79 cited
2014Combining accounting data and a structural model for predicting credit ratings: Empirical evidence from European listed firms73 cited
2002The New Basel Capital Accord: Making it Effective with Stronger Market Discipline72 cited
2002Multiple Lenders and Corporate Distress: Evidence on Debt Restructuring71 cited
2011A Multicriteria Outranking Modeling Approach for Credit Rating69 cited
2017Corporate failure prediction in the European energy sector: A multicriteria approach and the effect of country characteristics67 cited
2007Are credit ratings valuable information?66 cited