Modelling the economic value of credit rating systems

In this paper we develop a model of the economic value of credit rating systems. Increasing international competition and changes in the regulatory framework driven by the Basel Committee on Banking Supervision (Basel II) called forth incentives for banks to improve their credit rating systems. An i...

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Bibliographic details
Volume: 31
Main Author: Jankowitsch, Rainer
Pichler, Stefan
Schwaiger, Walter S.A
Format: Journal Article
Language: English
Zielgruppe: Trade
Place of publication: Elsevier B.V 01.01.2007
Elsevier
published in: Journal of banking & finance Vol. 31; no. 1; pp. 181 - 198
Data of publication: January 2007
ISSN: 0378-4266
1872-6372
EISSN: 1872-6372
Discipline: Business
Series: Journal of Banking & Finance
Subjects:
C13
G28
Online Access: available in Bonn?
Database: RePEc
RePEc IDEAS
CrossRef
Academic OneFile (A&I only)
Database information Databases - DBIS