Synthetic Credit Ratings and the Inefficiency of Agency Ratings
N Doron - The Journal of Fixed Income, 2024 - pm-research.com
This study develops and evaluates a model that generates synthetic credit ratings using
accounting and market-based information. The model performs well in explaining agency …
accounting and market-based information. The model performs well in explaining agency …
Regulation of the US credit rating industry and regulatory data disclosures
J Lu, G Nicolosi, L Zhou - Law and Financial Markets Review, 2023 - Taylor & Francis
ABSTRACT The Credit Rating Reform and Dodd-Frank Acts significantly increased US
credit rating regulation, yet few academic studies have examined their impact or capitalized …
credit rating regulation, yet few academic studies have examined their impact or capitalized …
Synthetic Credit Ratings and the Inefficiency of Agency Ratings
D Nissim - Columbia Business School Research Paper, 2023 - papers.ssrn.com
This study develops and evaluates a model that generates synthetic credit ratings using
accounting and market-based information. The model performs well in explaining agency …
accounting and market-based information. The model performs well in explaining agency …