Is There Cyclical Bias in Bank Holding Company Risk Ratings

机译：银行控股公司风险评级存在周期性偏差

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This paper examines whether bank holding company (BHC) risk ratings are asymmetrically assigned or biased over business cycles from 1986 to 2003. In a model of ratings determination which accounts for bank characteristics, financial market conditions, past supervisory information, and aggregate macro-economic factors, we find that bank exam ratings exhibit inter-temporal characteristics. First, exam ratings exhibit some evidence of examiner bias for several periods analyzed. When the business cycle turns, examiners sometime depart from standards that they set during the previous phases of the business cycle. However, this bias is not widespread or systematic. Second, exam ratings exhibit some intertia.

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Curry, T. J.; Fissel, G. S.; Hanweck, G. A.;
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年度 2007
页码 p.1-42
总页数 42
原文格式 PDF
正文语种 eng
中图分类工业技术;
关键词
Banking business; Risk assessment; Bias; Market analysis; Business cycles; Financial management; Economic models; Banks(Buildings); Standards; Trends;

机译：银行业务;风险评估;偏差;市场分析;商业周期;财务管理;经济模型;银行（建筑物）;标准;趋势;

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7. Is There Cyclical Bias in Bank Holding Company Risk Ratings? [O] . Timothy J. Curry, Gary S. Fissel, Gerald A. Hanweck 2007

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Is There Cyclical Bias in Bank Holding Company Risk Ratings

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