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ISSN: 2450-7733     eISSN: 2300-4096    OAI    DOI: 10.18276/sip.2017.47/3-02
CC BY-SA   Open Access 

Issue archive / nr 47/3 2017
Metodologia oceny credit ratingów
(Credit rating assessment methodology)

Authors: Patrycja Chodnicka-Jaworska
Uniwersytet Warszawski, Wydział Zarządzania
Keywords: credit rating scoring default risk
Data publikacji całości:2017
Page range:13 (11-23)
Klasyfikacja JEL: C23 G24 G32
Cited-by (Crossref) ?:

Abstract

In the paper has been presented the issue of the default risk assessment methods of the securities’ issuers used in the analysis of the entity condition by the credit rating agencies. The aim of the article was to review the current methods used to verify the bankruptcy risk and identify alternative ways to evaluate it. Therefore, a literature review on the currently used methods of analysis, has been made. Moreover, a credit rating assessment methods used by Moody’s and S&P have been presented. On this basis, it was obtained conclusion that there are many methods of risk analysis, however, the best results provide panel data methods.
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