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首页> 外文期刊>Journal of Financial Regulation and Compliance >A note on ratings of international banks
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A note on ratings of international banks

机译：关于国际银行评级的说明

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摘要

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.
机译：目的–本文的目的是分析商业银行个人评级的定量决定因素（由惠誉评级进行）。设计/方法/方法–有序的概率模型用作标准二进制概率模型的扩展。该模型是使用681家国际银行的样本估算的。调查结果–资本更大，资产更大，资产回报率更高的银行具有更高的银行评级。此外，银行的流动性越大，其净利息收益率就越大，其营业费用与营业总收入之比越大，则银行的评级越低。独创性/价值–跨越90个国家的样本，对国际银行评级的决定因素建模。应用具有动力学的模型，该模型考虑评级是否由评级日期之前的四年内的信息确定。

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