Menu

Bank Rating Gaps as Proxies for Systemic Risk

May 23, 2017

Banks receive two types of ratings from major rating agencies: “all-in” and “standalone.” The University of Alberta’s Lu Wang investigates whether or not rating gaps between the all-in ratings and standalone ratings could prove useful in measuring the systemic risk of banks.

BylawsCode of ConductPrivacy NoticeTerms of Use © 2022 Global Association of Risk Professionals