This study proposes an information asymmetry hypothesis to examine why bank credit
ratings vary among countries even when bank financial ratios remain constant. Countries …

This paper analyses the adjustment of bank ratings which occurred in the United States,
some European countries and Japan as a result of the financial crisis. We use a …

We evaluate the creditworthiness of banks using statistical, as well as combinatorics-,
optimization-, and logic-based methodologies. We reverse-engineer the Fitch risk ratings of …

Purpose–This study aims to present an empirical model designed to forecast bank credit
ratings using only quantitative and publicly available information from their financial …

The aim of this paper is to construct a reliable model based on public information for the
practical usage of interested agents, regulators and banks themselves. During the work, a …

This paper studies the impact of the subprime crisis on the ratings issued by the rating
agencies in evaluating the solvency of banks. After ascertaining a significant worsening of …

In view of the records of failures in rating agencies' assessments for sorting countries' quality
of credit in degrees of default risk, this paper proposes a multicriteria sorting model using …

This paper proposes a new approach of how to test the validity of bank ratings assigned by
Rating Agencies. An innovative Early Warning System (EWS) is introduced that allows to …

We investigate the time variation in credit rating standards awarded to financial institutions of
commercial bank credit ratings awarded by the three principal CRAs from 1990 to 2015 in a …

В работе рассматриваются 11 кредитных рейтингов российских банков, присвоенные
банкам международными и российскими рейтинговыми агентствами в период 2012 …