Rating Banks in Emerging Markets PDF Download
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Author: Liliana Rojas-Suarez
Publisher:
ISBN:
Category : Banks and banking
Languages : en
Pages : 42
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Book Description
Author: Liliana Rojas-Suarez
Publisher:
ISBN:
Category : Banks and banking
Languages : en
Pages : 42
Get Book Here
Book Description
Author:
Publisher:
ISBN:
Category :
Languages : en
Pages :
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Book Description
Author: Bang Nam Jeon
Publisher: Emerald Group Publishing
ISBN: 1839820608
Category : Business & Economics
Languages : en
Pages : 227
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Book Description
This edited volume of International Finance Review examines the rising challenges facing emerging financial markets and institutions. It provides significant insight and policy implications on topics including global banking, risk and contagion, stock market behaviour, financial inclusion in the major emerging economies, and more.
Author: Vahit Ferhan Benli
Publisher: Haupt Verlag AG
ISBN: 3258075581
Category : Bank capital
Languages : en
Pages : 296
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Book Description
Author: Christophe J. Godlewski
Publisher:
ISBN:
Category :
Languages : en
Pages : 21
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Book Description
The regulatory and institutional environment may influence bank risk taking behavior, especially in emerging market economies. The resulting excess risk may hamper bank stability. This article investigates the influence of institutional factors on bank's excess risk and ratings, particularly Moody's Bank Financial Strength Rating (BFSR). Following the results of Poon et al. (1999) (quot;A Multivariate Analysis of the Determinants of Moody's Bank Financial Strength Ratingsquot;, Journal of International Financial Markets, Institutions and Money 9, pp. 267-283), we apply a two-step ordered logit model to a sample of rated banks in emerging markets. This methodology allows to distinguish the influence of the environment on excess risk from the impact of excess risk on the rating's quality. We find that this type of environment affects the quality of the rating, particularly the quality of the institutions, which influences the efficiency and the credibility of regulatory discipline and prudential supervision.
Author: Anthony John Richards
Publisher:
ISBN:
Category : Bank stocks
Languages : en
Pages : 34
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Book Description
Author: Leonard Onyiriuba
Publisher: Academic Press
ISBN: 0128034475
Category : Law
Languages : en
Pages : 739
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Book Description
Using a framework of volatile markets Emerging Market Bank Lending and Credit Risk Control covers the theoretical and practical foundations of contemporary credit risk with implications for bank management. Drawing a direct connection between risk and its effects on credit analysis and decisions, the book discusses how credit risk should be correctly anticipated and its impact mitigated within framework of sound credit culture and process in line with the Basel Accords. This is the only practical book that specifically guides bankers through the analysis and management of the peculiar credit risks of counterparties in emerging economies. Each chapter features a one-page overview that introduces its subject and its outcomes. Chapters include summaries, review questions, references, and endnotes. Emphasizes bank credit risk issues peculiar to emerging economies Explains how to attain asset and portfolio quality through efficient lending and credit risk management in high risk-prone emerging economies Presents a simple structure, devoid of complex models, for creating, assessing and managing credit and portfolio risks in emerging economies Provides credit risk impact mitigation strategies in line with the Basel Accords
Author: Anthony J. Richards
Publisher:
ISBN:
Category :
Languages : en
Pages : 28
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Book Description
This paper examines the performance of emerging market bank stocks around the time of rating changes by major international agencies. The data suggest that downgrades on average have followed periods of negative cumulative abnormal returns for banks, although upgrades have not followed periods of positive returns. More important, stock prices either do not respond to rating changes or respond in the opposite direction to what would be expected if announcements conveyed value-relevant information. The paper concludes that there are limits to the extent that supervisors in emerging markets can rely on market participants to monitor the safety and soundness of banks.
Author: Andrea Deghi
Publisher: International Monetary Fund
ISBN:
Category : Business & Economics
Languages : en
Pages : 54
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Book Description
The COVID-19 pandemic has brought the relationship between sovereigns and banks—the so-called sovereign-bank nexus—in emerging market economies to the fore as bank holdings of domestic sovereign debt have surged. This paper examines the empirical relevance of this nexus to assess how it could amplify macro-financial stability risks. The findings show that an increase in sovereign credit risk can adversely affect banks’ balance sheets and credit supply, especially in countries with less-well-capitalized banking systems. Sovereign distress can also impact banks indirectly through the nonfinancial corporate sector by constraining their funding and reducing their capital expenditure. Notably, the effects on banks and corporates are strongly nonlinear in the size of the sovereign distress.
Author: Richard M. Levich
Publisher: Springer Science & Business Media
ISBN: 1461509998
Category : Business & Economics
Languages : en
Pages : 380
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Book Description
Ratings, Rating Agencies and the Global Financial System brings together the research of economists at New York University and the University of Maryland, along with those from the private sector, government bodies, and other universities. The first section of the volume focuses on the historical origins of the credit rating business and its present day industrial organization structure. The second section presents several empirical studies crafted largely around individual firm-level or bank-level data. These studies examine (a) the relationship between ratings and the default and recovery experience of corporate borrowers, (b) the comparability of credit ratings made by domestic and foreign rating agencies, and (c) the usefulness of financial market indicators for rating banks, among other topics. In the third section, the record of sovereign credit ratings in predicting financial crises and the reaction of financial markets to changes in credit ratings is examined. The final section of the volume emphasizes policy issues now facing regulators and credit rating agencies.
