A new approach to credit ratings
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DOI: 10.1016/j.jbankfin.2021.106097
Abstract: Abstract Credit ratings are fundamental in assessing the credit risk of a security or debtor. The failure of the Collateralized Debt Obligation (CDO) ratings during the financial crisis of 2007-2008 and the massive undervaluation of… read more here.
Keywords: finance; new approach; credit ratings; approach credit ... See more keywords