Results 291 to 300 of about 1,549,079 (339)

Valuation of credit contingent interest rate swap with credit rating migration

International Journal of Computer Mathematics, 2020
In this paper, a flexible pricing model for Credit Contingent Interest Rate Swap (CCIRS) with credit rating migration is proposed, which is sensitive to stochastic interest rates and counterparty d...
Jin Liang, Hongchun Zou
openaire   +1 more source

Credit rating based real-time energy trading in microgrids

Applied Energy, 2019
In this paper, we investigate the problem of credit rating management in energy trading among microgrids subject to transmission losses and wheeling cost. The main concern is how to constrain the default behaviors of retailers to enable all the consumers
Xiaoyan Zhang, Shanying Zhu, Jianping He, Bo Yang, X. Guan   +4 more
semanticscholar   +1 more source

Do credit rating agencies provide valuable information in market evaluation of sovereign default Risk?

Journal of International Money and Finance, 2018
We assess the marginal information value of credit rating announcements on market pricing of sovereign risk as measured by CDS spreads. We demonstrate that accurate assessment of the effect of credit rating changes must be conditioned on relevant ...

semanticscholar   +1 more source

A multiple criteria credit rating approach utilizing social media data

Data & Knowledge Engineering, 2018
Credit rating is a process for building a classification system for credit lenders to characterize current or potential credit borrowers. By such a process, financial institutions classify borrowers for lending decision by evaluating their financial and ...
Sait Gül, Ö. Kabak, Ilker Topcu
semanticscholar   +1 more source

Creditability of Credit Rating Agencies

SSRN Electronic Journal, 2013
Credit rating is an "opinion regarding the creditworthiness of an entity, a debt or financial obligation, debt security, preferred share or other financial instrument, or of an issuer of such a debt or financial obligation, debt security, preferred share or other financial instrument, issued using an established and defined ranking system of rating ...
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Credit Ratings and Rating Agencies

2020
Credit rating agencies have developed as an information intermediary in the credit market because there are very large numbers of bonds outstanding with many different features. The Securities Industry and Financial Markets Association reports over $20 trillion of corporate bonds, mortgaged-backed securities, and asset-backed securities in the United ...
Miles Livingston, Lei Zhou
openaire   +1 more source

Rating the credit rating agencies

Applied Economics, 2016
ABSTRACTWe offer herein several policy tools that can assist the new Office of Credit Ratings within the Securities and Exchange Commission in assessing the quality of past credit ratings and thus measuring the inclusive competency of credit rating agencies.
Dror Parnes, Sagi Akron
openaire   +1 more source

Developing an integrated fuzzy credit rating system for SMEs using fuzzy-BWM and fuzzy-TOPSIS-Sort-C

Annals of Operations Research, 2022
Pranith Kumar Roy, K. Shaw, A. Ishizaka
semanticscholar   +1 more source

Markov regenerative credit rating model

Journal of Risk Finance, 2017
Puneet Pasricha, Dharmarāja Selvamuthu, Viswanathan Arunachalam   +2 more
exaly   +2 more sources

Credit Rating Culture

2017
Credit ratings are part of mass media communications and an increasingly important issue in bank-customer relations. We present an inquiry on rating culture involving branch officers, professionals and managers of a sample of banks. It confirms that the misleading messages of mass media are prevailing even among financial industry operators. To clarify
openaire   +1 more source