10 research outputs found
Basel II and fostering the disclosure of banks\' internal credit ratings
ISSN:1566-7529ISSN:1741-620
The roles of rating outlooks : the predictor of creditworthiness and the monitor of recovery efforts
202001 bcrcAuthorâs OriginalPublishe
Market-implied ratings and their divergence from credit ratings
202307 bcwwNot applicableRGCPublished24 month
Competitiveness and concentration of the banking sector as a measure of banksâ credit ratings
The aim of the paper is to verify the impact of the competitiveness of the banking sector and concentration on banksâ credit ratings. A literature review was carried out and as a result the following hypothesis was put forward: the bigger the banks from the countries where the banking sector is more concentrated and more competitive, the higher the banksâ credit ratings. The analysis was conducted using ordered panel data models on banksâ credit ratings with the use of quarterly data on a European banksâ sample. Long-term issuer credit ratings given to banks by the three largest credit rating agencies were used as a dependent variable