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  • Search: subject:"ratings mapping"
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bank ratings 1 ordered choice models 1 rating agency 1 ratings mapping 1
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Aivazian, Sergey 1 Golovan, Sergey 1 Karminsky, Alexander 1 Peresetsky, Анатолий Пересецкий 1
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Applied Econometrics 1
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An approach to ratings mapping
Peresetsky, Анатолий Пересецкий; … - In: Applied Econometrics 23 (2011) 3, pp. 13-40
In the paper an econometric method of rating scales mapping is suggested. The method is based on the setting up ordered choice models for the ratings and mapping the correspondent latent variables («continuous ratings») with a monotone function. The method takes into account bank’s financial...
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