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التصنيف الائتماني لحجم الديون السيادية والعوامل المؤثرة فيها (دراسة تحليلية لدرجة التصنيف الائتماني للعراق حسب معايير وكالة Standard & Poor)

open access: yesمجلة الغري للعلوم الاقتصادية والادارية, 2018
المستخلص تعد عملية التصنيف الائتماني واحدة من اهم المؤشرات  المخاطرة الائتمانية لما لها دور كبير في التأثير على الديون بشكل عام والسيادية منها على وجه الخصوص وذلك لان نتائج التصنيف توضح قدرة طالبي الديون على الوفاء بالتزاماتهم المالية في الوقت المحدد ...
حيدر جواد المرشدي
doaj   +1 more source

Impact of Sovereign Credit Rating Disclosure on Chinese Financial Market

open access: yesSAGE Open, 2022
The sustainable economic role of the financial markets is essential for a trade-dependent economy such as China. Notably, the Chinese financial market has shown some unpleasant trends over the past two decades, coupled with the mounting national debt ...
Chunling Li   +4 more
doaj   +1 more source

The Impact of War and Pandemic Crises on the Sovereign Creditworthiness and Solvency. The Position, Role and Decisions of International Rating Agencies

open access: yesAnnales Universitatis Mariae Curie-Skłodowska Sectio H, Oeconomia, 2023
Theoretical background: The sovereign creditworthiness and solvency in the context of the pandemic and war crises is one of the biggest challenges that the modern world and the financial market face.
Błażej Lepczyński, Piotr Pisarewicz
doaj   +1 more source

A critique on the proposed use of external sovereign credit ratings in Basel II [PDF]

open access: yes, 2003
This paper deals with the proposed use of sovereign credit ratings in the "Basel Accord on Capital Adequacy" (Basel II) and considers its potential effect on emerging markets financing.
Kräussl, Roman
core   +2 more sources

Credit Default Swaps in the External Public Debt Management [PDF]

open access: yesProblemi Ekonomiki, 2020
The article aims at systematizing the theoretical and methodological foundations of using credit default swaps in the external public debt management. Theoretical principles of using credit default swaps in the external public debt management are studied.
Lupenko Andrii Yu.
doaj   +1 more source

Does the disclosure of unsolicited sovereign rating status affect bank ratings? [PDF]

open access: yes, 2016
This paper integrates three themes on regulation, unsolicited credit ratings, and the sovereign-bank rating ceiling. We reveal an unintended consequence of the EU rating agency disclosure rules upon rating changes, using data for S&P-rated banks in 42 ...
Alsakka, Rasha   +2 more
core   +2 more sources

Default, Currency Crises, and Sovereign Credit Ratings [PDF]

open access: yesThe World Bank Economic Review, 2002
Sovereign credit ratings play an important part in determining countries' access to international capital markets and the terms of that access. In principle, there is no reason to expect that sovereign credit ratings should systematically predict currency crises.
openaire   +3 more sources

A Continuous-Time Inequality Measure Applied to Financial Risk: The Case of the European Union

open access: yesInternational Journal of Financial Studies, 2018
In this paper, we apply information theory measures and Markov processes in order to analyse the inequality in the distribution of the financial risk in a pool of countries.
Guglielmo D’Amico   +3 more
doaj   +1 more source

Algebraic Combinatorics in Financial Data Analysis: Modeling Sovereign Credit Ratings for Greece and the Athens Stock Exchange General Index

open access: yesAppliedMath
This study investigates the relationship between sovereign credit rating transitions and domestic equity market performance, focusing on Greece from 2004 to 2024. Although credit ratings are central to sovereign risk assessment, their immediate influence
Georgios Angelidis, Vasilios Margaris
doaj   +1 more source

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