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| Tekijä: | Grunert, J. Norden, L. Weber, M. |
| Otsikko: | The role of non-financial factors in internal credit ratings |
| Lehti: | Journal of Banking and Finance
2005 : FEB, VOL. 29:2, p. 509-531 |
| Asiasana: | Banking Credit rating Risk Debt Germany Europe |
| Kieli: | eng |
| Tiivistelmä: | Internal credit ratings (hereafter as: int-cred-rts.) are expected to gain in importance. Whereas the eligibility of financial factors (here as: fin-facs.) as inputs for int-cred-rts. is widely accepted, the role of non-fin-facs. remains ambiguous. Analyzing credit file data from four major German banks, there is found evidence that the combined use of fin-facs. and non-fin-facs. leads to a more accurate prediction of future default events than the single use of each of these factors. |
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