Rating Migration Analysis is a longitudinal credit risk assessment method that belongs to the class of credit migration models, distinguished by its focus on quantifying the probability of changes in credit ratings of obligors over time based on historical rating transition data.
44
Publications
1.1K
Citations
76
Authors
52
Institutions
Publications per year
2017–2026
10
Variants
Credit Rating Migration Analysis
Parents
Publications
44
Split bond ratings and rating migration
Miles Livingston, Andy Naranjo, Lei Zhou · Journal of Banking & Finance · 2008 · 83 citations
Alexander J. McNeil, Jonathan Wendin · The Journal of Credit Risk · 2006 · 46 citations
Social Sciences, Economics, Finance +17
1–5 of 44
Authors
76
- JL
6
h-index
- YW
5
h-index
- OA
3
h-index
- BH
3
h-index
- RA
3
h-index
1–5 of 76
Institutions
52
Tongji University
Shanghai, China
6 h-index
11 publications
225 citations
University of Notre Dame
Notre Dame, United States
3 h-index
3 publications
68 citations
Bangor University
Bangor, United Kingdom
3 h-index
4 publications
132 citations
Audencia Business School
Nantes, France
2 h-index
2 publications
46 citations
University of the Aegean
Mytilene, Greece
2 h-index
4 publications
92 citations
Aberystwyth University
Aberystwyth, United Kingdom
2 h-index
2 publications
88 citations
Macquarie University
Sydney, Australia
2 h-index
2 publications
33 citations
Research Network (United States)
Kennesaw, United States
2 h-index
2 publications
33 citations
1–8 of 52
Venues
- SSRN Electronic Journal
Repository · 6 publications · 125 citations
6
h-index
- RePEc: Research Papers in Economics
Repository · 3 publications · 37 citations
3
h-index
- The Journal of Fixed Income
2 publications · 34 citations
2
h-index
- Journal of Banking & Finance
2 publications · 215 citations
2
h-index
- Agricultural Finance Review
AFR · 2 publications · 56 citations
2
h-index
1–5