G24 - Investment Banking; Venture Capital; Brokerage; Ratings and Ratings Agencies

• Complementing the Credit Risk Assessment of Financial Counterparties with Market-Based Indicators

  Staff Analytical Note 2017-15 Guillaume Ouellet Leblanc, Maarten van Oordt

  The Bank’s internal credit risk assessment abilities are regularly enhanced. In this note, we present a recent innovation that extends the set of market-based indicators used in the credit risk assessment of financial counterparties.

  Content Type(s): Staff research, Staff analytical notes Topic(s): Credit risk management, Financial institutions JEL Code(s): G, G1, G10, G2, G24

• Methodology for Assigning Credit Ratings to Sovereigns

  Staff Discussion Paper 2017-7 Philippe Muller, Jérôme Bourque

  The investment of foreign exchange reserves or other asset portfolios requires an assessment of the credit quality of investment counterparties. Traditionally, foreign exchange reserve and asset managers have relied on credit rating agencies (CRAs) as the main source for credit assessments.

  Content Type(s): Staff research, Staff discussion papers Topic(s): Credit risk management, Foreign reserves management JEL Code(s): F, F3, F31, G, G2, G24, G28, G3, G32

• Multilateral Development Bank Credit Rating Methodology: Overcoming the Challenges in Assessing Relative Credit Risk in Highly Rated Institutions Based on Public Data

  Staff Discussion Paper 2017-6 David Xiao Chen, Philippe Muller, Hawa Wagué

  The investment of foreign exchange reserves or other asset portfolios requires an assessment of the credit quality of counterparties. Traditionally, foreign exchange reserve managers and other investors have relied on credit rating agencies (CRAs) as the main source for credit assessments.

  Content Type(s): Staff research, Staff discussion papers Topic(s): Credit risk management, Foreign reserves management JEL Code(s): F, F3, F31, G, G2, G24, G28, G3, G32