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Michael R, King ; Nikola, Tarashev ; Steven, Ongena ; Michael, King ; Steven, Ongena ; Nikola, Tarashev. (2016) Bank standalone credit ratings.
In: BIS Working Papers. RePEc:bis:biswps:542.
Full description at Econpapers
cites:
Time (if available) 05:00 EST 05:00 EST Date August 16, 2010 March 1, 2011 March 7, 2011 July 20, 2011 Calendar Time Fitch Action Mapping from 9-point standalone ratings to the 21-point scale Signal of intention to modify the ratings scale for bank standalone ti Publication of new set of standalone ratings for 863 banks Fitch Report Global Financial Institutions Rating Criteria Perspectives on Bank Credit Ratings in a Changing Environment Viability Ratings: An Introductory Primer Event Dates-3 Years-1 Year-80 Days-10 Days Day 0 Event Study Time Our Study Fitch Ratings of Affected Banks Event Day Window [-2, +2] Resultant Tables Appendix D, Tables D.I to D.IX Tables I to IX Figure I: Timeline of the Change in Fitch’s Bank Standalone Ratings This figure provides a comprehensive timeline of Fitch actions and reports and of our study setup.
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