Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
Results
Showing 1 to 3 of 3 for “"Internal credit rating"”.
-
Split credit ratings and the prediction of bank ratings in the Basel II environment
This thesis investigates two aspects of credit risk measurement in the context of Basel 11: The International Convergence of Capital Measurement and Capital Standards. The first is the problem arising when two credit rating agencies disagree over the rating assigned to an issuer and a split rating …
-
Three essays in financial markets and banking
… non-financial, non-utility firms that have CP ratings from Moody's, I find two main results. First, I find that firms' financing needs have been decreasing at the aggregate level since 2000. Additionally, although there have been constant new entrants, a big decline in CP market entry largely …
-
Kvantifikovanje verovatnoće difolta preduzeća u Srbiji i razvoj internog kreditnog rejtinga za potrebe banke
Predmet istraživanja ove doktorske disertacije je razvoj novog metodološkog okvira, kao i praktična implementacija internog kreditnog rejtinga modela za segment velikih i srednjih preduzeća u Srbiji. Osnovni cilj jeste kvantifikacija kreditnog rizika preduzeća u Srbiji, koja je omogućena …