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The Path to Impairment: Do Credit Rating Agencies Anticipate Default Events of Structured Finance Transactions?

Bodenstedt, Matthias ; Rösch, Daniel ; Scheule, Harald



Abstract

The Global Financial Crisis (GFC) has led to a general discussion of the accuracy and declining standards of credit rating agency ratings. Substantial criticism has been directed toward the securitisation market, which has been identified as one of the main sources of the crisis. This study focuses on the ability of rating agencies to adjust their ratings prior to impairments of structured ...

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