Matches in SemOpenAlex for { <https://semopenalex.org/work/W2142127420> ?p ?o ?g. }
Showing items 1 to 96 of
96
with 100 items per page.
- W2142127420 abstract "Investors are being encouraged after the global crisis to reduce their dependence on the largest credit rating agencies for risk assessments of companies and securities. Comparing risk assessments from different sources rapidly becomes non-trivial when more than three credit rating agencies are involved. We propose a method for comparing rating scales, and hence constructing correspondence diagrams and tables, thereby treating the rating scales used by different agencies as objects of study. Scales are compared by looking at sets of ratings assigned to similar entities (in this case banks) with the assumption that the risk being measured by each credit rating agency is the same for a given rated entity at a given point in time. Two ratings assigned by two credit rating agencies may differ for two reasons: the two agencies have different opinions about the relative positioning of the rated entity (e.g., issuer or security) with respect to the universe of other rated entities; both agencies position the rated entity with respect to the universe of other rated entities in the same way, but they use different symbols to represent this position. Type 1 differences should disappear when a large number of ratings are considered. The existence of type 2 differences will require a mapping from one rating scale to another. Studying international bank ratings for a five-year period shows that there are type 2 differences for the largest credit rating agencies. A mechanism for constructing mappings between scales could lead to more competition with new credit rating agencies." @default.
- W2142127420 created "2016-06-24" @default.
- W2142127420 creator A5009508137 @default.
- W2142127420 creator A5077505190 @default.
- W2142127420 creator A5087619538 @default.
- W2142127420 date "2012-01-01" @default.
- W2142127420 modified "2023-09-27" @default.
- W2142127420 title "Arm's Length Method for Comparing Rating Scales" @default.
- W2142127420 doi "https://doi.org/10.2139/ssrn.2041820" @default.
- W2142127420 hasPublicationYear "2012" @default.
- W2142127420 type Work @default.
- W2142127420 sameAs 2142127420 @default.
- W2142127420 citedByCount "2" @default.
- W2142127420 countsByYear W21421274202013 @default.
- W2142127420 countsByYear W21421274202014 @default.
- W2142127420 crossrefType "journal-article" @default.
- W2142127420 hasAuthorship W2142127420A5009508137 @default.
- W2142127420 hasAuthorship W2142127420A5077505190 @default.
- W2142127420 hasAuthorship W2142127420A5087619538 @default.
- W2142127420 hasBestOaLocation W21421274202 @default.
- W2142127420 hasConcept C10138342 @default.
- W2142127420 hasConcept C105795698 @default.
- W2142127420 hasConcept C108170787 @default.
- W2142127420 hasConcept C111472728 @default.
- W2142127420 hasConcept C138170105 @default.
- W2142127420 hasConcept C138885662 @default.
- W2142127420 hasConcept C144133560 @default.
- W2142127420 hasConcept C1453916 @default.
- W2142127420 hasConcept C162118730 @default.
- W2142127420 hasConcept C178350159 @default.
- W2142127420 hasConcept C18903297 @default.
- W2142127420 hasConcept C198082294 @default.
- W2142127420 hasConcept C205208723 @default.
- W2142127420 hasConcept C205649164 @default.
- W2142127420 hasConcept C24308983 @default.
- W2142127420 hasConcept C2524010 @default.
- W2142127420 hasConcept C2778755073 @default.
- W2142127420 hasConcept C28719098 @default.
- W2142127420 hasConcept C31348098 @default.
- W2142127420 hasConcept C33923547 @default.
- W2142127420 hasConcept C58640448 @default.
- W2142127420 hasConcept C83849319 @default.
- W2142127420 hasConcept C86803240 @default.
- W2142127420 hasConcept C91306197 @default.
- W2142127420 hasConceptScore W2142127420C10138342 @default.
- W2142127420 hasConceptScore W2142127420C105795698 @default.
- W2142127420 hasConceptScore W2142127420C108170787 @default.
- W2142127420 hasConceptScore W2142127420C111472728 @default.
- W2142127420 hasConceptScore W2142127420C138170105 @default.
- W2142127420 hasConceptScore W2142127420C138885662 @default.
- W2142127420 hasConceptScore W2142127420C144133560 @default.
- W2142127420 hasConceptScore W2142127420C1453916 @default.
- W2142127420 hasConceptScore W2142127420C162118730 @default.
- W2142127420 hasConceptScore W2142127420C178350159 @default.
- W2142127420 hasConceptScore W2142127420C18903297 @default.
- W2142127420 hasConceptScore W2142127420C198082294 @default.
- W2142127420 hasConceptScore W2142127420C205208723 @default.
- W2142127420 hasConceptScore W2142127420C205649164 @default.
- W2142127420 hasConceptScore W2142127420C24308983 @default.
- W2142127420 hasConceptScore W2142127420C2524010 @default.
- W2142127420 hasConceptScore W2142127420C2778755073 @default.
- W2142127420 hasConceptScore W2142127420C28719098 @default.
- W2142127420 hasConceptScore W2142127420C31348098 @default.
- W2142127420 hasConceptScore W2142127420C33923547 @default.
- W2142127420 hasConceptScore W2142127420C58640448 @default.
- W2142127420 hasConceptScore W2142127420C83849319 @default.
- W2142127420 hasConceptScore W2142127420C86803240 @default.
- W2142127420 hasConceptScore W2142127420C91306197 @default.
- W2142127420 hasLocation W21421274201 @default.
- W2142127420 hasLocation W21421274202 @default.
- W2142127420 hasOpenAccess W2142127420 @default.
- W2142127420 hasPrimaryLocation W21421274201 @default.
- W2142127420 hasRelatedWork W1989501951 @default.
- W2142127420 hasRelatedWork W2033615853 @default.
- W2142127420 hasRelatedWork W2074025354 @default.
- W2142127420 hasRelatedWork W2149675210 @default.
- W2142127420 hasRelatedWork W2181406787 @default.
- W2142127420 hasRelatedWork W2631309812 @default.
- W2142127420 hasRelatedWork W2734643248 @default.
- W2142127420 hasRelatedWork W2769633950 @default.
- W2142127420 hasRelatedWork W2775711667 @default.
- W2142127420 hasRelatedWork W3121976975 @default.
- W2142127420 hasRelatedWork W3122109364 @default.
- W2142127420 hasRelatedWork W3122293455 @default.
- W2142127420 hasRelatedWork W3123235540 @default.
- W2142127420 hasRelatedWork W3125639266 @default.
- W2142127420 hasRelatedWork W3125676824 @default.
- W2142127420 hasRelatedWork W3156120629 @default.
- W2142127420 hasRelatedWork W3160048816 @default.
- W2142127420 hasRelatedWork W3194077384 @default.
- W2142127420 hasRelatedWork W3205154864 @default.
- W2142127420 hasRelatedWork W628724124 @default.
- W2142127420 isParatext "false" @default.
- W2142127420 isRetracted "false" @default.
- W2142127420 magId "2142127420" @default.
- W2142127420 workType "article" @default.