Agenzie sotto accusa

Agenzie di rating


Mark Pengelly

Le agenzie di rating sono sotto accusa. Il netto aumento dei casi di insolvenza dei mutui subprime negli Stati Uniti ha innescato, a partire da luglio, tutta una serie di rating action con il successivo declassamento o messa sotto osservazione di centinaia di titoli garantiti da mutui residenziali (RMBS) e di CDO di ABS - comprese alcune tranche con rating AAA. Tali interventi hanno inferto un duro colpo alla credibilità dei rating, e indotto le autorità di regolamentazione ad

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Credit risk & modelling – Special report 2021

This Risk special report provides an insight on the challenges facing banks in measuring and mitigating credit risk in the current environment, and the strategies they are deploying to adapt to a more stringent regulatory approach.

The wild world of credit models

The Covid-19 pandemic has induced a kind of schizophrenia in loan-loss models. When the pandemic hit, banks overprovisioned for credit losses on the assumption that the economy would head south. But when government stimulus packages put wads of cash in…

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