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A Point-in-Time Perspective on Through-the-Cycle Ratings
7 references·16 citing·49 second hop
A Point-in-Time Perspective on Through-the-Cycle Ratings (2006)A Point-in-Time Perspective on Through-th…How rating agencies achieve rating stability (2004)How rating agencies achieve r…An anatomy of rating through the cycle (2003)An anatomy of rating through …Analyzing rating transitions and rating drift with continuous observations (2002)Analyzing rating transitions …Moody’s investors service response to the consultative paper issued by the Basel Committee on Bank Supervision “A new capital adequacy framework” (2001)Moody’s investors service res…Credit risk rating systems at large US banks (2000)Credit risk rating systems at…The Implications of Corporate Bond Ratings Drift (1992)The Implications of Corporate…FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)FINANCIAL RATIOS, DISCRIMINAN…On the information content of credit ratings and market-based measures of default risk (2022)On the information content of…Dynamic Bankruptcy Prediction Models for European Enterprises (2019)Dynamic Bankruptcy Prediction…Measuring Sovereign Risk: Are CDS Spreads Better than Sovereign Credit Ratings? (2018)Measuring Sovereign Risk: Are…Applications of Distress Prediction Models: What Have We Learned After 50 Years from the Z-Score Models? (2018)Applications of Distress Pred…The impact of credit rating changes in Latin American stock markets (2013)The impact of credit rating c…Credit Rating Agencies: An Overview (2013)Credit Rating Agencies: An Ov…Can rating agencies look through the cycle? (2012)Can rating agencies look thro…Rating agencies' credit signals: An analysis of sovereign watch and outlook (2011)Rating agencies' credit signa…Asymmetric Lévy flight in financial ratios (2011)Asymmetric Lévy flight in fin…The 2007 Meltdown in Structured Securitization: Searching for Lessons, not Scapegoats (2010)The 2007 Meltdown in Structur…Are rating agencies’ assignments opaque? Evidence from international banks (2010)Are rating agencies’ assignme…A Simple Empirical Model of Equity-ImpliedProbabilities of Default (2010)A Simple Empirical Model of E…The Rating Agencies: Is Regulation the Answer? (2009)The Rating Agencies: Is Regul…The 2007 Meltdown in Structured Securitization: Searching for Lessons not Scapegoats (2009)The 2007 Meltdown in Structur…Rating Assignments: Lessons from International Banks (2009)Rating Assignments: Lessons f…The 2007 Meltdown In Structured Securitization: Searching For Lessons, Not Scapegoats (2008)The 2007 Meltdown In Structur…A Markov Model for the Term Structure of Credit Risk Spreads (1997)On cox processes and credit risky securities (1998)Forecasting Bankruptcy More Accurately: A Simple Hazard Model (2001)Are credit ratings procyclical? 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this work references cited by second hop

References

  • 1968FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY14,869 cited
  • 2004How rating agencies achieve rating stability467 cited
  • 2002Analyzing rating transitions and rating drift with continuous observations439 cited
  • 2000Credit risk rating systems at large US banks289 cited
  • 2003An anatomy of rating through the cycle227 cited
  • 2001Moody’s investors service response to the consultative paper issued by the Basel Committee on Bank Supervision “A new capital adequacy framework”166 cited
  • 1992The Implications of Corporate Bond Ratings Drift155 cited

Cited by

  • 2013Credit Rating Agencies: An Overview98 cited
  • 2008The 2007 Meltdown In Structured Securitization: Searching For Lessons, Not Scapegoats93 cited
  • 2018Applications of Distress Prediction Models: What Have We Learned After 50 Years from the Z-Score Models?82 cited
  • 2011Asymmetric Lévy flight in financial ratios75 cited
  • 2009The 2007 Meltdown in Structured Securitization: Searching for Lessons not Scapegoats69 cited
  • 2010The 2007 Meltdown in Structured Securitization: Searching for Lessons, not Scapegoats55 cited
  • 2022On the information content of credit ratings and market-based measures of default risk54 cited

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  • 2019Dynamic Bankruptcy Prediction Models for European Enterprises50 cited
  • 2012Can rating agencies look through the cycle?49 cited
  • 2010A Simple Empirical Model of Equity-ImpliedProbabilities of Default48 cited
  • 2010Are rating agencies’ assignments opaque? Evidence from international banks45 cited
  • 2011Rating agencies' credit signals: An analysis of sovereign watch and outlook43 cited
  • 2018Measuring Sovereign Risk: Are CDS Spreads Better than Sovereign Credit Ratings?43 cited
  • 2009Rating Assignments: Lessons from International Banks38 cited
  • 2009The Rating Agencies: Is Regulation the Answer?35 cited
  • 2013The impact of credit rating changes in Latin American stock markets34 cited