CREDIT RATINGS AND COMPLEMENTARY SOURCES OF CREDIT QUALITY INFORMATION

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Country Risk Assessment: A Guide to Global Investment Strategy (2003, background): “” This explains the burgeoning of the literature on this topic from the 1980s, including Agmon and Dietrich (1983), Abdullah (1985), Feder and Uy (1985), Shapiro (1985), Eaton et al. (1986), Citron and Nickelsburg (1987), Cosset et al.”
The Adjustment of Credit Ratings in Advance of Defaults (2007, unknown): “Furthermore, Moody’s assesses the probability of default (PD) and the loss given default (LGD), which together comprise the so-called “expected loss” approach, whereas S&P only evaluates the PD (Estrella, 2000).”