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  • Search: subject:"modeling unobserved factor"
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Bank ratings 1 matching ratings 1 modeling unobserved factor 1 rating agency 1 rating’s model 1
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Peresetsky, Anatoly 1
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Applied Econometrics 1
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Models for the External Support Component of Moody's Bank Ratings
Peresetsky, Anatoly - In: Applied Econometrics 14 (2009) 2, pp. 3-23
The paper presents an econometric study of the two bank ratings assigned by Moody's Investors Service. We find the models based solely on public information can approximate the ratings reasonably well. It is demonstrated that Moody’s has a special approach for banks in developing countries and...
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