Results 291 to 300 of about 783,154 (338)

Comparing Sovereign Debt Rating consistency with Sovereign AML Rating Accuracy

SSRN Electronic Journal, 2020
Many stakeholders in the global anti-money laundering (AML) space, including correspondent banks, rely upon explicit or de facto AML sovereign rating services. This reliance is similar to that reposed by fixed income investors in sovereign debt ratings.
openaire   +1 more source

Sovereign credit rating: Evidence of bias against poor countries

The North American journal of economics and finance, 2020
We assess whether credit rating agencies limit poor countries’ sovereign credit ratings. Consistent with prior studies, our heterogeneous middle-inflated ordered probit model indicates a statistical bias stacked against poor countries whenever their ...
D. Tennant, M. Tracey, D. King
semanticscholar   +1 more source

Determinants of Estonian sovereign credit rating [PDF]

, 2001
The paper focuses on sovereign credit ratings assigned to Estonia and analyses their possible determinants. The first chapter gives an overview of different rating agencies and the methodology they use in rating process. Besides that the interpretation, comparability and explanatory power of different ratings are analysed.
Andres Vesilind, Ingrid Toming, Raoul Lättemäe   +2 more
openaire   +1 more source

The impact of sovereign credit rating changes on government bond yields in South Africa

International Journal of Sustainable Economy, 2020
This study applies an event study analysis on Standard % Poor's (S%P), Fitch and Moody's sovereign credit ratings for South Africa over the period 2007 to 2018 to investigate the impact of long-term foreign currency sovereign credit ratings changes on 30-
Misheck Mutize, M. Nkhalamba
semanticscholar   +1 more source

Publicity and perceptions of risk: The effects of HRO naming and shaming on sovereign credit rating

, 2020
Previous scholarship has demonstrated that shaming by human rights organizations produces economic consequences. For example, human rights shaming by international organizations negatively affects foreign direct investment (FDI), decreases exports, and ...
S. Bagwell, Shelby L. Hall
semanticscholar   +1 more source

Methodology for Assigning Credit Ratings to Sovereigns

2017
Le 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
openaire   +2 more sources

Effects of fiscal credibility on sovereign risk: evidence using comprehensive credit rating measures

, 2020
PurposeSince sovereign ratings provided by credit rating agencies (CRAs) are a key determinant of the interest rates a country faces in the international financial market and once sovereign ratings may have a constraining impact on the ratings assigned ...
G. Montes, Julyara Costa
semanticscholar   +1 more source

The impact of sovereign rating downgrades on systemic risk: An analysis of the sovereign ceiling policy

Journal of Business Finance & Accounting, 2022
Md Abdul Wasi, Thu Phuong Pham, Ralf Zurbruegg   +2 more
semanticscholar   +1 more source

Sovereign Credit Rating Announcement Effects on Foreign Currency Denominated Bond and Equity Markets in Africa

Journal of African Business, 2019
This study investigates the net effect of sovereign credit rating announcements on long-term foreign currency denominated bonds and stock markets in 19 African countries over the period of 1994 to 2014.
Misheck Mutize, S. Gossel
semanticscholar   +1 more source

Disentangling the sources of sovereign rating adjustments: An examination of changes in rating policies following the GFC

Research In International Business and Finance, 2022
P. Cuadros-Solas, Carlos Salvador Muñoz
semanticscholar   +1 more source