The results suggest that different models of rating transition may be needed for fallen angels, rising stars and big jumpers relative to their peers. In general, the impact of rating history on the probability of a rating transition varies according to the rating path that occurred prior to ...
I remember reading the Fallen series when I was a child, and even back then, at the age of 9, they seemed pretty boring to me. I stayed for the plot and angels lore, though. I tried giving them one more shot a couple months ago to refresh my memory before the show was released,...
Beverly Hills: Sage) to examine issuer-heterogeneity and time-heterogeneity in the rating migrations of fallen angels (FAs) and their speculative grade-rated peers (FA peers). Cox's hazard model is considered the preeminent method to estimate the probability that an issuer survives in its current...
Slowly, Banks Lose Immunity to Fallen Angels.(increase in number of corporate bank credits whose rating falls from investment grade to non-investment grade)(Statistical Data Included)Hintze, John