Stability of a "through-the-cycle" rating system during a financial crisis

Stability of a "through-the-cycle" rating system during a financial crisis

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Stability of a "through-the-cycle" rating system during a financial crisis

FSI Papers | 08 September 2006PDF full text (297kb) | 48 pagesIntroduction1The aim of this paper is to research the construction of a "through-the-cycle" (TTC) rating system to assess credit risk in a developing country that has faced a major economic crisis. The country analysed was involved in a severe macroeconomic crisis that spread throughout the financial system.

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