Sovereign Ceilings 'Lite'? : The Impact of Sovereign Ratings on Corporate Ratings in Emerging Market Economies /

Although credit rating agencies have gradually moved away from a policy of never rating a private borrower above the sovereign (the "sovereign ceiling") it appears that sovereign ratings remain a significant determinant of the credit rating assigned to corporations. We examine this link us...

Description complète

Détails bibliographiques
Auteur principal: Borensztein, Eduardo
Autres auteurs: Cowan, Kevin, Valenzuela, Patricio
Format: Revue
Langue:English
Publié: Washington, D.C. : International Monetary Fund, 2007.
Collection:IMF Working Papers; Working Paper ; No. 2007/075
Accès en ligne:Full text available on IMF
LEADER 01890cas a2200265 a 4500
001 AALejournalIMF009249
008 230101c9999 xx r poo 0 0eng d
020 |c 5.00 USD 
020 |z 9781451866391 
022 |a 1018-5941 
040 |a BD-DhAAL  |c BD-DhAAL 
100 1 |a Borensztein, Eduardo. 
245 1 0 |a Sovereign Ceilings 'Lite'? :   |b The Impact of Sovereign Ratings on Corporate Ratings in Emerging Market Economies /  |c Eduardo Borensztein, Patricio Valenzuela, Kevin Cowan. 
264 1 |a Washington, D.C. :  |b International Monetary Fund,  |c 2007. 
300 |a 1 online resource (32 pages) 
490 1 |a IMF Working Papers 
500 |a <strong>Off-Campus Access:</strong> No User ID or Password Required 
500 |a <strong>On-Campus Access:</strong> No User ID or Password Required 
506 |a Electronic access restricted to authorized BRAC University faculty, staff and students 
520 3 |a Although credit rating agencies have gradually moved away from a policy of never rating a private borrower above the sovereign (the "sovereign ceiling") it appears that sovereign ratings remain a significant determinant of the credit rating assigned to corporations. We examine this link using data for advanced and emerging economies over the past decade and conclude that the sovereign ratings have a significant and robust effect on private ratings even after controlling for country specific macroeconomic conditions and firm-level performance indicators. This suggests that public debt management affects the private sector through a channel that had not been previously recognized. 
538 |a Mode of access: Internet 
700 1 |a Cowan, Kevin. 
700 1 |a Valenzuela, Patricio. 
830 0 |a IMF Working Papers; Working Paper ;  |v No. 2007/075 
856 4 0 |z Full text available on IMF  |u http://elibrary.imf.org/view/journals/001/2007/075/001.2007.issue-075-en.xml  |z IMF e-Library