FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2149675210> ?p ?o ?g. }

• W2149675210 abstract "Rating agencies report ordinal ratings in discrete classes. We question the market’s implicit assumption that agencies define their classes on identical scales, e.g., that AAA by Standard & Poor’s is equivalent to Aaa by Moody’s. To this end, we develop a non-parametric method to estimate the relation between rating scales for pairs of raters. For every rating class of one rater this, scale relation identifies the extent to which it corresponds to any rating class of another rater, and hence enables a rating-class specific re-mapping of one agency’s ratings to another’s. Our method is based purely on ordinal co-ratings to obviate error-prone estimation of default probabilities and the disputable assumptions involved in treating ratings as metric data. It estimates all rating classes’ relations from a pair of raters jointly, and thus exploits the information content from ordinality. We find evidence against the presumption of identical scales for the three major rating agencies Fitch, Moody’s and Standard & Poor’s, provide the relations of their rating classes and illustrate the importance of correcting for scale relations in benchmarking." @default.
• W2149675210 created "2016-06-24" @default.
• W2149675210 creator A5012156695 @default.
• W2149675210 creator A5040993832 @default.
• W2149675210 creator A5055251190 @default.
• W2149675210 date "2015-01-01" @default.
• W2149675210 modified "2023-09-28" @default.
• W2149675210 title "Re-Mapping Credit Ratings ✩" @default.
• W2149675210 cites W1560042837 @default.
• W2149675210 cites W1759777091 @default.
• W2149675210 cites W1964190253 @default.
• W2149675210 cites W1974265111 @default.
• W2149675210 cites W1980130955 @default.
• W2149675210 cites W2062787493 @default.
• W2149675210 cites W2082405329 @default.
• W2149675210 cites W2093073741 @default.
• W2149675210 cites W2101001634 @default.
• W2149675210 cites W2108873762 @default.
• W2149675210 cites W2114284132 @default.
• W2149675210 cites W2133012565 @default.
• W2149675210 cites W3121159596 @default.
• W2149675210 cites W3121912893 @default.
• W2149675210 cites W3122794257 @default.
• W2149675210 cites W3122971762 @default.
• W2149675210 cites W3123142049 @default.
• W2149675210 cites W3123299947 @default.
• W2149675210 cites W3124773624 @default.
• W2149675210 cites W3124897321 @default.
• W2149675210 cites W3125160976 @default.
• W2149675210 cites W3125276712 @default.
• W2149675210 cites W3125834838 @default.
• W2149675210 cites W97884711 @default.
• W2149675210 cites W2785048511 @default.
• W2149675210 doi "https://doi.org/10.5282/ubm/epub.22799" @default.
• W2149675210 hasPublicationYear "2015" @default.
• W2149675210 type Work @default.
• W2149675210 sameAs 2149675210 @default.
• W2149675210 citedByCount "2" @default.
• W2149675210 countsByYear W21496752102013 @default.
• W2149675210 countsByYear W21496752102014 @default.
• W2149675210 crossrefType "posted-content" @default.
• W2149675210 hasAuthorship W2149675210A5012156695 @default.
• W2149675210 hasAuthorship W2149675210A5040993832 @default.
• W2149675210 hasAuthorship W2149675210A5055251190 @default.
• W2149675210 hasConcept C105795698 @default.
• W2149675210 hasConcept C124101348 @default.
• W2149675210 hasConcept C149782125 @default.
• W2149675210 hasConcept C154945302 @default.
• W2149675210 hasConcept C162118730 @default.
• W2149675210 hasConcept C162324750 @default.
• W2149675210 hasConcept C176217482 @default.
• W2149675210 hasConcept C17744445 @default.
• W2149675210 hasConcept C199539241 @default.
• W2149675210 hasConcept C205208723 @default.
• W2149675210 hasConcept C21547014 @default.
• W2149675210 hasConcept C25343380 @default.
• W2149675210 hasConcept C2777212361 @default.
• W2149675210 hasConcept C2780253743 @default.
• W2149675210 hasConcept C2909711754 @default.
• W2149675210 hasConcept C33923547 @default.
• W2149675210 hasConcept C41008148 @default.
• W2149675210 hasConcept C83849319 @default.
• W2149675210 hasConceptScore W2149675210C105795698 @default.
• W2149675210 hasConceptScore W2149675210C124101348 @default.
• W2149675210 hasConceptScore W2149675210C149782125 @default.
• W2149675210 hasConceptScore W2149675210C154945302 @default.
• W2149675210 hasConceptScore W2149675210C162118730 @default.
• W2149675210 hasConceptScore W2149675210C162324750 @default.
• W2149675210 hasConceptScore W2149675210C176217482 @default.
• W2149675210 hasConceptScore W2149675210C17744445 @default.
• W2149675210 hasConceptScore W2149675210C199539241 @default.
• W2149675210 hasConceptScore W2149675210C205208723 @default.
• W2149675210 hasConceptScore W2149675210C21547014 @default.
• W2149675210 hasConceptScore W2149675210C25343380 @default.
• W2149675210 hasConceptScore W2149675210C2777212361 @default.
• W2149675210 hasConceptScore W2149675210C2780253743 @default.
• W2149675210 hasConceptScore W2149675210C2909711754 @default.
• W2149675210 hasConceptScore W2149675210C33923547 @default.
• W2149675210 hasConceptScore W2149675210C41008148 @default.
• W2149675210 hasConceptScore W2149675210C83849319 @default.
• W2149675210 hasLocation W21496752101 @default.
• W2149675210 hasOpenAccess W2149675210 @default.
• W2149675210 hasPrimaryLocation W21496752101 @default.
• W2149675210 hasRelatedWork W1582728498 @default.
• W2149675210 hasRelatedWork W1607611377 @default.
• W2149675210 hasRelatedWork W1705375050 @default.
• W2149675210 hasRelatedWork W1980273330 @default.
• W2149675210 hasRelatedWork W2010870291 @default.
• W2149675210 hasRelatedWork W2074025354 @default.
• W2149675210 hasRelatedWork W2094907317 @default.
• W2149675210 hasRelatedWork W2146448866 @default.
• W2149675210 hasRelatedWork W2234040789 @default.
• W2149675210 hasRelatedWork W2263023613 @default.
• W2149675210 hasRelatedWork W2308980411 @default.
• W2149675210 hasRelatedWork W2381415801 @default.
• W2149675210 hasRelatedWork W2525651616 @default.
• W2149675210 hasRelatedWork W2734643248 @default.
• W2149675210 hasRelatedWork W3122837786 @default.
• W2149675210 hasRelatedWork W3125676824 @default.
• W2149675210 hasRelatedWork W3190132370 @default.

• next