The aim of this chapter is to develop a parsimonious model to measure bank systemic risk from a different perspective – and relying on a different methodology – by investigating the variables that play a key role in explaining the BIRs issued by large credit rating agencies (CRAs).
What Drives Banking Industry Ratings? An Empirical Analysis
RESTI, ANDREA CESARE
2013
Abstract
The aim of this chapter is to develop a parsimonious model to measure bank systemic risk from a different perspective – and relying on a different methodology – by investigating the variables that play a key role in explaining the BIRs issued by large credit rating agencies (CRAs).
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