Implicit rating: A potential new method to alert crisis on the interbank lending market
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DOI: 10.1016/j.frl.2016.11.010
Abstract: A new measure called “implicit rating” is introduced as a potential component of an early warning system. It relies on the aggregation of experts’ knowledge hidden in transactional data of the interbank market of unsecured… read more here.
Keywords: rating potential; market; interbank; implicit rating ... See more keywords