Рейтинги и Оценка Кредитоспособности: История Развития и Тенденции в Исследованиях (Ratings and Credit Risk Measurement: The History and the Current State of Research Agenda)

Проблемы теории и практики управления. 2017. № 3. С. 98-109. (Problemy teorii i praktiki upravlenija (Russia). 2017. № 3. P. 98-109)

12 Pages Posted: 12 Jun 2017

See all articles by Olga N. Volkova

Olga N. Volkova

National Research University Higher School of Economics (Moscow)

Jana Loginova

National Research University Higher School of Economics (Moscow), Students

Irina Lvova

National Research University Higher School of Economics (Moscow), Students

Date Written: August 14, 2015

Abstract

Russian Abstract: В работе прослежена эволюция подходов к оценке кредитоспособности и рейтингования экономических субъектов, рассмотрены особенности регулирования рейтинговой деятельности в России и других странах – участниках базельских соглашений, а также особенности рейтингов разных агентств. Систематизированы основные направлений исследований в области анализа рейтингов и кредитоспособности.

English Abstract: The article reviews the evolution of credit risk evaluation over the last 50 years from the financial coefficients to the credit ratings. Some related issues are discussed - they are the rating agencies’ activity, the structure of the ratings market, the peculiar properties of international and Russian ratings markets. The types of credit risk modeling researches are classified.

Note: Downloadable document is available in Russian.

Keywords: rating, credit rating, rating agency, credit rating activity’s regulation, trust, Basel II.

JEL Classification: B26, C50, C65, G20, N01

Suggested Citation

Volkova, Olga N. and Loginova, Jana and Lvova, Irina, Рейтинги и Оценка Кредитоспособности: История Развития и Тенденции в Исследованиях (Ratings and Credit Risk Measurement: The History and the Current State of Research Agenda) (August 14, 2015). Проблемы теории и практики управления. 2017. № 3. С. 98-109. (Problemy teorii i praktiki upravlenija (Russia). 2017. № 3. P. 98-109), Available at SSRN: https://ssrn.com/abstract=2983671

Olga N. Volkova (Contact Author)

National Research University Higher School of Economics (Moscow) ( email )

Myasnitskaya street, 20
Moscow, Moscow 119017
Russia

Jana Loginova

National Research University Higher School of Economics (Moscow), Students ( email )

Moscow
Russia

Irina Lvova

National Research University Higher School of Economics (Moscow), Students ( email )

Moscow
Russia

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