Rating calibration
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F62156489%3A43110%2F12%3A00184975" target="_blank" >RIV/62156489:43110/12:00184975 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Rating calibration
Original language description
In this work we deal with the question of whether the evaluation of selected rating agencies is equivalent in some sense or not and whether it is possible to fi nd a relationship between assessments. The fact that rating agencies aff ect not only fi nancial market participants (by publication of companies or states ratings) is undeniable. On the one hand, these agencies are criticized for the rating changes, which have infl uence for example credit conditions for rated entity. On the other hand, ratingshave a growing number of users for which ratings have become one of the few clues in today's complicated conditions powered by global fi nancial crisis. For this purpose we use the calibration problem techniques, because calibration fi nds a relationship between two measurements, in our case between two independent assessments of rating agencies. Due to the nature of the data we assume that the relationship can be described by linear or quadratic function. So we use estimates derived fo
Czech name
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Czech description
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Classification
Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BB - Applied statistics, operational research
OECD FORD branch
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Result continuities
Project
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Continuities
S - Specificky vyzkum na vysokych skolach
Others
Publication year
2012
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis
ISSN
1211-8516
e-ISSN
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Volume of the periodical
15
Issue of the periodical within the volume
2
Country of publishing house
CZ - CZECH REPUBLIC
Number of pages
8
Pages from-to
223-230
UT code for WoS article
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EID of the result in the Scopus database
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