Sovereign Credit Ratings Methodology : An Evaluation

An Evaluation

Sovereign Credit Ratings Methodology : An Evaluation
This paper describes and evaluates the sovereign credit ratings methodologies of Standard & Poor's, Moody's Investors Service, and Fitch Ratings. A simple definition of ratings failure-based on ratings stability-is proposed and tested, pointing to falling failure rates, consistent upside bias, and strong interagency correlation. Possible causes... READ MORE...

Publication date: October 2002
ISBN 9781451858433
$15.00

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