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| Tekijä: | Acharya, S. |
| Otsikko: | A new method for credit-enhancement standards |
| Lehti: | Financial Analysts Journal
2000 : JUL/AUG, VOL. 56:4, p. 82-89 |
| Asiasana: | Standards Bond ratings Companies Equity capital Mathematical analysis |
| Kieli: | eng |
| Tiivistelmä: | A new approach, based on corporate bond default data, is proposed to determine the quantity of new equity capital a bond issuer must consistently raise to enhance its bond ratings. The current approach of the rating industry to determine such standards for upgrading bond ratings assume that the probability of bond default by the issuer is unaffected by the new equity capital or retiring of debt. |
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