CMStatistics 2018: Start Registration
View Submission - CFE
A1716
Title: Banks' credit ratings: Impact of the business lines Authors:  Patrycja Chodnicka - Jaworska - University of Warsaw (Poland) [presenting]
Abstract: The purpose is to analyze the impact of the business lines using linear decomposition of credit ratings on banks notes. A literature review was made and the following research hypothesis has been put: There exists the impact of the business lines on the banks' credit ratings. There were used ordered logit panel data models, and as a dependent variable there were taken the long-term issuer credit ratings published by the three largest rating agencies, Fitch, S\&P and Moody. There have been collected data from the Thomson Reuters Database. The data were collected for the years 1990 - 2017. As independent variables there have been used CAMEL factors. Data was obtained from the World Bank and Thomson Retuters database.