Point-in-time vs. through-the-cycle: filosofie di rating a confronto

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Title:

Point-in-time vs. through-the-cycle: filosofie di rating a confronto

Description:

Working Paper Ircres-CNR 11/2018. There are two fundamental philosophies of credit rating: the point-in-time and the through-the-cycle approaches. This survey consider the explanations of the three main rating agencies, Standard&Poor’s, Moody’s and Fitch, and compare them with the various quantitative models proposed in the scientific literature by researchers, consultants and regulators. Some common frameworks characterizing these models are identified and evaluated.

Creator:

Franco Varetto

Publisher:

Ircres-CNR

Date:

2018

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