Sovereign Credit Ratings Methodology : An Evaluation /

This paper describes and evaluates the sovereign credit ratings methodologies of Standard and Poor's, Moody's Investors Service, and Fitch Ratings. A simple definition of ratings failure-based on ratings stability-is proposed and tested, pointing to falling failure rates, consistent upside...

Ausführliche Beschreibung

Bibliographische Detailangaben
1. Verfasser: Bhatia, Ashok
Format: Zeitschrift
Sprache:English
Veröffentlicht: Washington, D.C. : International Monetary Fund, 2002.
Schriftenreihe:IMF Working Papers; Working Paper ; No. 2002/170
Online Zugang:Full text available on IMF