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Chodnicka-Jaworska Patrycja (Uniwersytet Warszawski)
Kondycja finansowa sektora bankowego jako determinanta ratingów kredytowych banków
Financial Condition of Banking Sector as Determinant of Bank Credit Ratings
Optimum : studia ekonomiczne, 2016, nr 6(84), s. 25-43, tab., aneks, bibliogr. s. 41-42
Efektywność, Rating, Sektor bankowy
Effectiveness, Rating, Banking sector
streszcz., summ.
Celem artykułu jest analiza wpływu kondycji sektora bankowego na ratingi kredytowe banków. W pracy dokonano przeglądu literaturowego i porównano metodologie stosowane przez Standard&Poor' s (S&P) oraz Moody's. Na tej podstawie postawiono hipotezę, iż rozwinięty, stabilny i efektywny sektor bankowy pozytywnie oddziałuje na credit rating nadawany poszczególnym bankom. Dane pozyskano z baz Thomson Reuters oraz Banku Światowego. Jako zmienną zależną wykorzystano długoterminowe ratingi kredytowe nadawane bankom przez S&P i Moody's. Analizę wykonano na danych rocznych dla lat 2005-2015. W badaniach posłużono się modelem regresji panelowej. (abstrakt oryginalny)

The aim of the paper is to analyse the impact of the financial condition of the banking sector on bank credit ratings. The research involves a literature review and a comparison of the methodologies used by S&P and Moody's. On this basis, a hypothesis is proposed that a developed, stable and efficient banking sector has a positive effect on credit ratings assigned to individual banks. The data used in the study have been collected from the Thomson Reuters and the World Bank. Long-term issuer credit ratings assigned by S&P and Moody's are used as the dependent variable. The analysis is performed on annual data for the years 2005-2015. The study uses panel data models. (original abstract)
The Library of Warsaw School of Economics
The Library of University of Economics in Katowice
Full text
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