INTERNAL RATINGS SYSTEMS: AN EMPIRICAL APPROACH

Monica Dudian and Monica Balcan Maciuca
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Monica Dudian: Academy of Economic Studies

Studies in Business and Economics, 2010, vol. 5, issue 1, 71-79

Abstract: The objective of this article is to describe the standard architecture of an internal rating system, based on the theoretical references and empirical evidences of a limited number of banking groups operating in UE, USA and Romania. The first part of the paper sets out the theoretical and conceptual framework and it defines the methodology. The second part is focused on the internal rating system components and its organization.

Keywords: credit risk parameters; risk management; rating assignment (search for similar items in EconPapers)
Date: 2010
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