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...

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Détails bibliographiques
Auteur principal: Bhatia, Ashok
Format: Revue
Langue:English
Publié: Washington, D.C. : International Monetary Fund, 2002.
Collection:IMF Working Papers; Working Paper ; No. 2002/170
Accès en ligne:Full text available on IMF