Stability of ratings transitions

Quarterly Bulletin 2001 Q2
Published on 01 June 2001

By Pamela Nickell, William Perraudin and Simone Varotto

Credit ratings published by agencies such as Moody’s or Standard and Poor’s play an increasingly important role in financial markets. The significance of agency ratings will be even greater if they are used as a basis for calculating bank’s regulatory capital as suggested in proposals recently issued by the Basel Committee.

PDFStability of ratings transitions


Other Quarterly Bulletin 2001 Q2 articles

Was this page useful?
Add your details...