Faculty Publications

Title

A multiple discriminant analysis of BHC commercial paper ratings

Document Type

Article

Journal/Book/Conference Title

Journal of Banking and Finance

Volume

10

Issue

1

First Page

143

Last Page

144

Abstract

In the Peavy-Edgar (1983) model, the size of the larger issuers appear to overcome significant differences in other variables. It may be that the rating agencies are focusing on the percieved importance of large banks to the financial system. As the claims of large creditors may be reduced in regulatory efforts to maintain the operations of an individual institution, more information about international risk exposure appears needed for bank holding company paper ratings to be valid. © 1986.

Original Publication Date

1-1-1986

DOI of published version

10.1016/0378-4266(86)90025-7

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