Rating calibration

Kód výsledku v 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>

Výsledek na webu

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DOI - Digital Object Identifier

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Jazyk výsledku

angličtina

Název v původním jazyce

Rating calibration

Popis výsledku v původním jazyce

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

Název v anglickém jazyce

Rating calibration

Popis výsledku anglicky

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

Druh

J_x - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)

CEP obor

BB - Aplikovaná statistika, operační výzkum

OECD FORD obor

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Projekt

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Návaznosti

S - Specificky vyzkum na vysokych skolach

Rok uplatnění

2012

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název periodika

Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis

ISSN

1211-8516

e-ISSN

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Svazek periodika

15

Číslo periodika v rámci svazku

2

Stát vydavatele periodika

CZ - Česká republika

Počet stran výsledku

8

Strana od-do

223-230

Kód UT WoS článku

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EID výsledku v databázi Scopus

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