English, Article edition: A note on ratings of international banks Roman Matousek; Chris Stewart

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Bookmark: http://trove.nla.gov.au/version/25332
Physical Description
  • article
Language
  • English

Edition details

Title
  • A note on ratings of international banks
Author
  • Roman Matousek
  • Chris Stewart
Physical Description
  • article
Notes
  • Purpose – The purpose of this paper is to analyse the quantitative determinants of individual ratings of commercial banks (as conducted by Fitch Ratings). Design/​methodology/​approach – The ordered probit model is applied as an extension of the standard binary probit model. The model is estimated using a sample of 681 international banks. Findings – Banks with a greater capitalisation, larger assets, and a higher return on assets have higher bank ratings. Further, the greater is a bank's liquidity, the larger is its net interest margin and the more is the ratio of its operating expenses to total operating income the lower is a bank's rating. Originality/​value – Modelling the determinants of international bank ratings spanning a sample of 90 countries. Applying a model with dynamics that considers whether the rating is determined by information up to four years prior to the rating date.
  • Commercial banks, Financial risk, International banks
  • RePEc:eme:jfrcpp:v:17:y:2009:i:2:p:146-155
Language
  • English
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