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Are rating agencies’ assignments opaque? Evidence from international banks
15 references·2 citing·52 second hop
Are rating agencies’ assignments opaque? Evidence from international banks (2010)Are rating agencies’ assignments opaque? …Application of support vector machines to corporate credit rating prediction (2006)Application of support vector…A Point-in-Time Perspective on Through-the-Cycle Ratings (2006)A Point-in-Time Perspective o…Predicting bond ratings using publicly available information (2005)Predicting bond ratings using…How rating agencies achieve rating stability (2004)How rating agencies achieve r…Are credit ratings procyclical? (2004)Are credit ratings procyclica…Credit rating analysis with support vector machines and neural networks: a market comparative study (2003)Credit rating analysis with s…Rating Banks: Risk and Uncertainty in an Opaque Industry (2002)Rating Banks: Risk and Uncert…Predicting large US commercial bank failures (2002)Predicting large US commercia…Credit ratings and the BIS capital adequacy reform agenda (2002)Credit ratings and the BIS ca…Modelling UK inflation, 1875–1991 (2001)Modelling UK inflation, 1875–…Combining Bond Rating Forecasts Using Logit (2001)Combining Bond Rating Forecas…An analysis and critique of the BIS proposal on capital adequacy and ratings (2001)An analysis and critique of t…Credit risk measurement: Developments over the last 20 years (1997)Credit risk measurement: Deve…Trait Recognition: An Alternative Approach to Early Warning Systems in Commercial Banking (1996)Trait Recognition: An Alterna…PREDICTION OF BANK FAILURES (1970)PREDICTION OF BANK FAILURESForecasting bank credit ratings (2014)Forecasting bank credit ratin…Impact of the subprime crisis on bank ratings: The effect of the hardening of rating policies and worsening of solvency (2013)Impact of the subprime crisis…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)No money, no inflation the role of money in the economy (2001)The Econometrics of Macroeconomic Modelling (2005)Chapter 12 Forecasting with Breaks (2006)Crime and Punishment: An Economic Approach (1968)FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)A MULTIVARIATE STATISTICAL ANALYSIS OF THE CHARACTERISTICS OF PROBLEM BANKS (1975)Prediction of financial distress: An empirical study of listed Chinese companies using data mining (2014)Ensemble boosted trees with synthetic features generation in application to bankruptcy prediction (2016)Financial Ratios As Predictors of Failure (1966)Financial Ratios and the Probabilistic Prediction of Bankruptcy (1980)The Relationship between Liquidity Risk and Credit Risk in Banks (2012)The Roles of Corporate Governance in Bank Failures during the Recent Financial Crisis (2016)The effects of liquidity risk and credit risk on bank stability: Evidence from the MENA region (2017)Managerial Applications of Neural Networks: The Case of Bank Failure Predictions (1992)Application of support vector machines in financial time series forecasting (2001)Financial time series forecasting using support vector machines (2003)Soft computing system for bank performance prediction (2007)A hybrid SOFM-SVR with a filter-based feature selection for stock market forecasting (2008)Machine Learning for Financial Risk Management: A Survey (2020)A Discriminant Analysis of Predictors of Business Failure (1972)Bankruptcy prediction using support vector machine with optimal choice of kernel function parameters (2005)Credit scoring with a data mining approach based on support vector machines (2006)Consumer credit-risk models via machine-learning algorithms (2010)The Pricing of Options and Corporate Liabilities (1973)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Bank Capital Regulation in Contemporary Banking Theory: A Review of the Literature (2001)Macroeconomic Dynamics and Credit Risk: A Global Perspective (2006)Safer ratios, riskier portfolios: Banks׳ response to government aid (2014)Measuring Corporate Bond Mortality and Performance (1989)Credit Risk Measurement: New Approaches to Value at Risk and Other Paradigms (1999)Measures of the riskiness of banking organizations: Subordinated debt yields, risk-based capital, and examination ratings (2002)Internal ratings systems, implied credit risk and the consistency of banks’ risk classification policies (2006)Corporate Governance: What’s Special About Banks? 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this work references cited by second hop

References

  • 2002Rating Banks: Risk and Uncertainty in an Opaque Industry1,244 cited
  • 2003Credit rating analysis with support vector machines and neural networks: a market comparative study1,017 cited
  • 1997Credit risk measurement: Developments over the last 20 years806 cited
  • 1970PREDICTION OF BANK FAILURES501 cited
  • 2004How rating agencies achieve rating stability467 cited
  • 2004Are credit ratings procyclical?402 cited
  • 2002Predicting large US commercial bank failures267 cited
  • 2006Application of support vector machines to corporate credit rating prediction205 cited
  • 2001Modelling UK inflation, 1875–1991155 cited
  • 2001An analysis and critique of the BIS proposal on capital adequacy and ratings149 cited
  • 2006A Point-in-Time Perspective on Through-the-Cycle Ratings115 cited
  • 2001Combining Bond Rating Forecasts Using Logit108 cited
  • 2002Credit ratings and the BIS capital adequacy reform agenda78 cited
  • 2005Predicting bond ratings using publicly available information55 cited
  • 1996Trait Recognition: An Alternative Approach to Early Warning Systems in Commercial Banking36 cited

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  • 2014Forecasting bank credit ratings35 cited
  • 2013Impact of the subprime crisis on bank ratings: The effect of the hardening of rating policies and worsening of solvency33 cited