본문 바로가기

추천 검색어

실시간 인기 검색어

학술논문

Assessing the Influence of Downgrade Momentum on Evaluating Credit Migrating Metrices

이용수  0

영문명
발행기관
사단법인 아시아비즈니스혁신학회
저자명
Edward Domina Attafuah Michael Kwakye
간행물 정보
『Journal of Asian Business Innovation (JABI)』Vol.2 No.1, 1~8쪽, 전체 8쪽
주제분류
경제경영 > 경영학
파일형태
PDF
발행일자
2025.06.30
4,000

구매일시로부터 72시간 이내에 다운로드 가능합니다.
이 학술논문 정보는 (주)교보문고와 각 발행기관 사이에 저작물 이용 계약이 체결된 것으로, 교보문고를 통해 제공되고 있습니다.

1:1 문의
논문 표지

국문 초록

This study explores the influence of downgrade momentum on evaluating credit migration metrics, with a focus on the predictive power of downgrade trends in credit rating transitions. Credit ratings are integral to assessing credit risk and determining investment strategies, but they often fail to capture the full dynamics of credit risk, particularly in relation to downgrade trends. This research aims to assess the impact of downgrade momentum on transition matrices, default probabilities, and credit migration predictions. The study employs a mixed-methods approach, utilizing statistical tools such as regression analysis, transition matrix analysis, and time series modeling to investigate the relationship between downgrade momentum and future credit ratings. The findings reveal that downgrade momentum plays a significant role in predicting future credit downgrades. Issuers that experience multiple downgrades exhibit a higher likelihood of subsequent downgrades, with downgrade momentum enhancing the accuracy of credit migration models. The study also highlights the interaction of financial ratios and broader market conditions with downgrade momentum, underscoring its relevance as a predictive tool in credit risk assessments. The results contribute to the existing body of knowledge by providing empirical evidence that downgrade momentum is a critical factor in understanding credit rating transitions. Furthermore, the study offers practical insights for credit rating agencies, investors, and policymakers, emphasizing the importance of integrating downgrade momentum into credit risk models for more informed decisionmaking. This research paves the way for further exploration into the role of downgrade momentum in credit risk management and encourages the incorporation of such trends in evaluating credit ratings to enhance prediction accuracy and reduce investment risk.

영문 초록

목차

1. Introduction
2. Literature Review
3. Methodology
4. Results and Discussion
5. Conclusions
Declaration of competing interests
Acknowledgements
References

키워드

해당간행물 수록 논문

참고문헌

교보eBook 첫 방문을 환영 합니다!

신규가입 혜택 지급이 완료 되었습니다.

바로 사용 가능한 교보e캐시 1,000원 (유효기간 7일)
지금 바로 교보eBook의 다양한 콘텐츠를 이용해 보세요!

교보e캐시 1,000원
TOP
인용하기
APA

Edward Domina Attafuah,Michael Kwakye. (2025).Assessing the Influence of Downgrade Momentum on Evaluating Credit Migrating Metrices. Journal of Asian Business Innovation (JABI), 2 (1), 1-8

MLA

Edward Domina Attafuah,Michael Kwakye. "Assessing the Influence of Downgrade Momentum on Evaluating Credit Migrating Metrices." Journal of Asian Business Innovation (JABI), 2.1(2025): 1-8

결제완료
e캐시 원 결제 계속 하시겠습니까?
교보 e캐시 간편 결제