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In the article the ratings developed by Moody's Corporation, Standard & Poor's Ratings Services and financial data of Polish windows manufactures were analyzed. Ratings published by international agencies were compared with an independently developed rating. Authors made an attempt to verify the hypothesis whether the internal rating created by means of operational research method, significantly differs from the ratings prepared by international rating agencies. In the article mathematical possibilities of potential changes in credit rating were presented. (original abstract)
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74--83
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Bibliografia
- About Credit Ratings [online], Standard & Poor's Financial Services LLC [20 June 2013], http://www.standardandpoors.com/aboutcreditratings/RatingsManual_PrintGuide.html
- Brylak J. (2011) Agencje ratingowe na rynku inwestycji. Prawne aspekty instytucji [online], Zeszyty naukowe nr 11, Polskie Towarzystwo Ekonomiczne, Kraków [20 June 2013] http://www.pte.pl/pliki/1/1146/ZN-11_Brylak.pdf
- Chodakowska E. (2013) Indeks Malmquista w klasyfikacji podmiotów gospodarczych według zmian ich względnej produktywności działania, Prace Naukowe Uniwersytetu Ekonomicznego we Wrocławiu, Taksonomia 278, s. 300-310.
- Cooper W.W., Seiford L.M., Tone K. (2007) Data Envelopment Analysis. A Comprehensive Text with Models, Applications, References and DEA-Solver Software. Second Edition, Springer.
- Credit Ratings Definitions & FAQs [online], Standard & Poor's Financial Services LLC [20 June 2013], http://www.standardandpoors.com/ratings/definitions-and-faqs/en/us
- Credit Risk Management, The GARP Risk Series [online], The Global Association of Risk Professionals [20 June 2013], http://www.garp.org/media/489989/credit%20slides.pdf
- Deb P., Manning M., Murphy G., Penalver A., Toth A. (2011) Whither the credit ratings industry? [online], Financial Stability Paper No. 9 - March 2011, Bank of England [20 June 2013], http://www.bankofengland.co.uk/publications/Documents/fsr/fs_paper09.pdf
- Faux Z. (2011) Moody's, S&P Caved In to Ratings Pressure From Goldman [online], UBS Over Mortgages - Apr 14, 2011, Bloomberg L.P. [20 June 2013], http://www.bloomberg.com/news/2011-04-13/moody-s-s-p-caved-to-mortgage-pressure-by-goldman-ubs-levin-report-says.html
- Guide to Credit Rating Essentials [online], Standard & Poor's Financial Services LLC [20 June 2013], http://img.en25.com/Web/StandardandPoors/SP_CreditRatingsGuide.pdf
- Guzik B. (2009) Podstawowe model DEA w badaniu efektywności gospodarczej i społecznej, Wydawnictwo Uniwersytetu Ekonomicznego w Poznaniu.
- Moody's Rating Symbols & Definitions June 2013 [online], Moody's Investors Service [20 June 2013], http://www.moodys.com/researchdocumentcontentpage.aspx?docid=PBC_79004
- Ratings Definitions [online], Moody's Investors Service [20 June 2013], http://www.moodys.com/Pages/amr002002.aspx
Typ dokumentu
Bibliografia
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