Rating change probabilities: An empirical analysis of sovereign ratings - Alex Bergen - Books - Grin Verlag - 9783656470823 - August 5, 2013
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Rating change probabilities: An empirical analysis of sovereign ratings

Alex Bergen

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Rating change probabilities: An empirical analysis of sovereign ratings

Bachelor Thesis from the year 2012 in the subject Business economics - Banking, Stock Exchanges, Insurance, Accounting, grade: 1,0, University of Mannheim, language: English, comment: Die Bachelorarbeit wurde mit dem 1. Platz beim Karrierepreis der DZ Bank Gruppe (2013) ausgezeichnet. Dies ist der höchstdotierte Hochschulpreis der Deutschen Wirtschaft für Akademische Abschlussarbeiten im Bereich "Banking &amp, Finance": www.karriere-preis.de , abstract: In my Bachelor thesis I analyze the determinants of rating changes and the variables'marginal effects on rating change probabilities. Based on my results, I present transition matrices by computing transition probabilities. Furthermore, I analyze subsamples of my data set, conditional on the business cycle and the economic strength of a country, by using interaction effects. I thereby verify whether or how the transition matrices change by including interaction effects. I apply a latent variable approach, using an ordered probit model, to calculate the effects of different variables on the probabilities of rating changes.


54 pages

Media Books     Paperback Book   (Book with soft cover and glued back)
Released August 5, 2013
ISBN13 9783656470823
Publishers Grin Verlag
Pages 54
Dimensions 148 × 210 × 3 mm   ·   90 g
Language German