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Credit rating agencies in a post-Enron world: Congress revisits the NRSRO concept
the regulatory reforms credit rating industry Credit Rating Agency Reform competition between credit rating agencies
2011/9/2
This paper gives an overview of the regulatory reforms in the US credit rating industry, most notably through the Credit Rating Agency Reform Act of 2006. The paper first explicates the developments t...
Regulating credit rating agencies: The issue of conflicts of interest in the rating of structured finance products
civil liability credit rating agencies rating-based regulation regulation credit rating agencies
2011/8/30
As a result of the financial crisis, the work of the credit rating agencies (CRAs) has been questioned. It is said that they underestimated the risk in structured finance products and allowed conflict...
Dynamic Estimation of Credit Rating Transition Probabilities
Credit Rating Transition Probabilities
2010/11/3
We present a continuous-time maximum likelihood estimation methodology for credit rating
transition probabilities, taking into account the presence of censored data. We perform
rolling estimates of ...