Kondycja finansowa sektora bankowego jako determinanta ratingów kredytowych banków
Financial condition of banking sector as determinant of bank credit ratings
Author(s): Patrycja Chodnicka-JaworskaSubject(s): Business Economy / Management, Financial Markets
Published by: Wydawnictwo Uniwersytetu w Białymstoku
Keywords: efficiency; credit rating; banking sector
Summary/Abstract: The aim of the paper is to analyse the impact of the financial condition of the banking sector on bank credit ratings. The research involves a literature review and a comparison of the methodologies used by S&P and Moody’s. On this basis, a hypothesis is proposed that a developed, stable and efficient banking sector has a positive effect on credit ratings assigned to individual banks. The data used in the study have been collected from the Thomson Reuters and the World Bank. Long-term issuer credit ratings assigned by S&P and Moody's are used as the dependent variable. The analysis is performed on annual data for the years 2005-2015. The study uses panel data models.
Journal: Optimum. Economic Studies
- Issue Year: 84/2016
- Issue No: 6
- Page Range: 25-43
- Page Count: 19
- Language: Polish