Rating Methodologies for Banks

14 Pages Posted: 31 Aug 2012

See all articles by Frank Packer

Frank Packer

Bank for International Settlements (BIS)

Nikola A. Tarashev

Bank for International Settlements (BIS) - Monetary and Economic Department

Date Written: June 6, 2011

Abstract

The three major rating agencies are reassessing banks’ credit risk in the light of the recent crisis. So far, this has resulted in material downgrades, especially of European and US institutions, and increased agreement about banks’ overall level of creditworthiness and their greater dependence on public support than in the past. The agencies are also making efforts to enhance the transparency of bank ratings and the role of official support. Agency assessments of regulatory initiatives may affect policymakers' communication with financial markets.

JEL Classification: G21, G24, G28

Suggested Citation

Packer, Frank and Tarashev, Nikola A., Rating Methodologies for Banks (June 6, 2011). BIS Quarterly Review, June 2011. Available at SSRN: https://ssrn.com/abstract=1864706

Frank Packer (Contact Author)

Bank for International Settlements (BIS) ( email )

CH-4002 Basel, Basel-Stadt
Switzerland
4161 280 8449 (Phone)

Nikola A. Tarashev

Bank for International Settlements (BIS) - Monetary and Economic Department ( email )

Centralbahnplatz 2
CH-4002 Basel
Switzerland

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