Generally accepted rating principles: A primer

By J. Krahnen, Martin Weber. 2001

162 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/1c32a9f14e2330c4f14311e2e27bcb258ea5ff4d

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Citations in the corpus

Avoiding the rating bounce: why rating agencies are slow to react to new information (2005, background): “Krahnen and Weber (2001) propose general standards for good rating practice.”
The Limits of Model-based Regulation (2014, unknown): “Aggregate RWAs are calculated by first multiplying and then summing loan-specific risk weights and loan amounts, and capital requirements are defined in terms of aggregate RWAs as under Basel I (Basel Committee on Banking Supervision (2006)).”
After VaR: The Theory, Estimation, and Insurance Applications of Quantile-Based Risk Measures (2006, unknown): “, Crouhy, Galai, and Mark (2001b) or Krahnen and Weber (2001).”
Discriminatory Power - An Obsolete Validation Criterion? (2008, background): “According to Krahnen and Weber (2001) this is a “generally accepted rating principle”.”
The Performance of Credit Rating Systems in the Assessment of Collateral used in Eurosystem Monetary Policy Operations (2007, background): “Moore and McCabe (1999), and Cantor and Falkenstein (2001)).”
The Role of Non-Financial Factors in Internal Credit Ratings (2005, unknown): “On the other hand, Krahnen and Weber (2001) present a normative set of "Generally accepted rating principles" that points out the necessity of a link between credit rating and probability of default.”
Principles for sustainability rating of investment funds (2005, methodology): “To achieve this we propose using the following set of principles, based partly on the work of Krahnen and Weber (2001), to rate banks’ corporate clients.”