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Updated Methodology for Assigning Credit Ratings to Sovereigns
2021"The investment of foreign exchange reserves or other asset portfolios requires an assessment of the credit quality of investment counterparties. Traditionally, foreign exchange reserve and other asset managers relied on credit rating agencies (CRAs) as the main source of information for credit assessments.
McDaniels, Karim +4 more
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Methodology for Assigning Credit Ratings to Sovereigns
2017Le placement des réserves de change ou d’autres portefeuilles d’actifs nécessite au préalable une évaluation de la qualité du crédit des contreparties aux opérations de placement. En règle générale, les gestionnaires d’actifs et de réserves de change recourent aux cotes de crédit attribuées par les agences de notation.
Muller, Philippe, Bourque, Jérôme
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The geographical and income differences in the determinants of African sovereign credit ratings
, 2020Purpose - The importance of obtaining a sovereign credit rating from an agency is still underrated in Africa. Literature on the determinants of sovereign credit ratings in Africa is scarce.
I. Botha, M. Pretorius
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Are China’s sovereign credit ratings underestimated?
Journal of Economic Policy Reform, 2011We use a comprehensive database of sovereign credit ratings (SCRs) from Moody’s, Standard and Poor’s and Fitch for a cross-section of 120 countries from 1986–2009. Using panel data, we find that GDP per capita, the GDP growth rate and the degree of industrialization positively affect ratings, while the government cash flow deficit, the current account ...
Ke Chen, Cheng Cheng, Shenggang Yang
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Leads and Lags in African Sovereign Credit Ratings
, 2020The majority of sovereign nations have a formal credit rating from more than one credit rating agency in order to bridge the potential informational gap that goes with only one formal rating.
M. Pretorius, I. Botha
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Sovereign Credit Ratings: Guilty beyond Reasonable Doubt?
SSRN Electronic Journal, 2004This paper questions the view that credit rating agencies aggravated the East Asian crisis by excessively downgrading those countries. I find that ratings are, if anything, sticky rather than excessively procyclical. Assigned ratings exceeded predicted ratings in the run up to the crisis, mostly matched predicted ratings during the crisis period, and ...
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Institutional Environment and Sovereign Credit Ratings
SSRN Electronic Journal, 2006We use a sample of 86 counties to examine the cross-sectional determinants of sovereign credit ratings. We find that the quality of a country's legal and political institutions plays a vital role in determining these ratings. A one-standard-deviation increase in our legal environment index results in an average credit rating increase of 0.466 standard ...
Alexander W. Butler, Larry Fauver
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1995
Sovereign ratings are gaining importance as more governments with greater default risk borrow in international bond markets. But while the ratings have proved useful to governments seeking market access, the difficulty of assessing sovereign risk has led to agency disagreements and public controversy over specific rating assignments.
Richard Cantor, Frank Packer
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Sovereign ratings are gaining importance as more governments with greater default risk borrow in international bond markets. But while the ratings have proved useful to governments seeking market access, the difficulty of assessing sovereign risk has led to agency disagreements and public controversy over specific rating assignments.
Richard Cantor, Frank Packer
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Discrepancy and cross-regional bias in sovereign credit ratings: Analyzing the role of public debt
Economic Modelling, 2023Oussama Ben Hmiden +3 more
semanticscholar +1 more source
Political institutions, economic uncertainty and sovereign credit ratings
Finance Research Letters, 2023N. Ramírez-Rondán +2 more
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