A Lead-Lag Investigation of RMI PD and CRA Ratings

Elisabeth Van Laere

Chapter 8 in Global Credit Review:Volume 2, 2012, pp 169-188 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractThe following sections are included:INTRODUCTIONTHE BANKRUPTCY OF MF GLOBALMF Global's Rating HistoryOvercoming Market ForcesA key turnaroundIncreasing Risk and BankruptcyTHE COLLAPSE OF LEHMAN BROTHERSIlliquid PositionsThe Beginning of the EndHow Lehman hid Increasing Leverage and Risk from Ratings Agencies and Market Participants: The Effect of Repo 105ENRON'S RISE AND FALLA Change in Strategy and Aggressive Accounting PracticeSpecial Purpose EntitiesBankruptcyDISCLAIMERNOTES

Keywords: Credit Ratings; Credit Risk; Credit Markets; Financial Regulation; Financial Markets; European Sovereign Crisis (search for similar items in EconPapers)
Date: 2012
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