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...

Повний опис

Бібліографічні деталі
Автор: Bhatia, Ashok
Формат: Журнал
Мова:English
Опубліковано: Washington, D.C. : International Monetary Fund, 2002.
Серія:IMF Working Papers; Working Paper ; No. 2002/170
Онлайн доступ:Full text available on IMF