Bibliographie

Créé le

06.03.2017

-

Mis à jour le

10.03.2017

Alogoskoufis G. (2012), Greece’s Sovereign Debt Crisis: Retrospect and Prospect, GreeSE Paper n° 54, Hellenic Observatory Papers on Greece and Southeast Europe, The London School of Economics and Political Science, janv.

Baesens B., Barton A. et Thomas S. (2011), Modelling Bank Credit Ratings, WP, University of Southampton, Department of Management, High field, UK.

Bellotti T., Matousek R. et Stewart C. (2011a), Are Rating Agencies' Assignments Opaque ? Evidence from International Banks, Expert Systems with Applications, vol. 38, n° 4, pp. 4206-4214.

Brender A. et Pisani F. (2009), La Crise de la finance globalisée, La Découverte, collection « Repères ».

Cantor R. et Packer F. (1994), The Credit Rating Industry, FRBNY Quarterly Review, Summer-Fall, pp. 1-26.

Dale R.S et Thomas S.H. (1991), The Regulatory Use of Credit Rating in International Financial Markets, Journal of International Securities Markets , mars, pp. 9-18.

Fitchibca (1997), Bank Credit Rating, Séminaire des 18-19 nov.

Fitchratings (2003), Bank Rating Methodology, Criteria Report, 20 mars.

_____________(2005), Assessing Bank Systemic Risk: A New product, Special Report, 26 juill.

_____________(2011a), Perspectives on Bank Credit Ratings in a Changing Environment: Overall Rating Approach maintained but Individual Rating Scale Evolves, Special Report, 7 mars.

_____________(2011b), Fitch Maintains Approach to Bank Credit Ratings; Evolves Individual Rating Scale, Press release, 7 mars.

_____________(2011c), Prospects for Bank Credit Risk Ratings in a Dynamic Environment, mars.

_____________(2011a), FitchRatings – Definitions of Ratings and Other Forms of Opinion, juill.

_____________(2011b), Viability Ratings: An Introductory Primer, Special Report, 20 juill.

_____________(2011), Global Financial Institutions Rating Criteria, Master Criteria, 16 août.

_____________(2011), Rating Financial Institutions above the Local Currency Sovereign Rating, Sector-Specific Criteria, 20 Dec.

_____________(2012a), FitchRatings – Definitions of Ratings and Other Forms of Opinion, août.

_____________(2012b), Sovereign Rating Criteria, Master Criteria, 13 août.

_____________(2012c), Country Ceilings, Cross-Sector Criteria Report, 13 août.

_____________(2012), Rating Financial Institutions Above the Sovereign, Sector-Specific Criteria Report, 11 déc.

_____________(2012), Rating Actions Commentry (de plusieurs banques à travers le monde à des dates différentes)

Flannery M.J., Kwan S.H. et Nimalendran M. (2004), Market Evidence on the Opaqueness of Banking Firms’ Assets, Journal of Financial Economics 71, pp. 419-60.

Gaillart N. (2008), Les méthodologies de notation souveraine, Thèse de Doctorat, IEP de Paris, janvier.

Gaillard N. (2010), Les Agences de notation, Paris, collection « Repères », Editions La Découverte.

International Monetary Fund (2010), The Uses and Abuses of Sovereign Credit Ratings, Global Financial Stability Report, oct.

Moody’s Investors Service (1993), L’approche de Moody’s dans l’analyse des établissements de crédit, Moody’s Special Comment, avril (version anglaise : Moody’s Approach to the Credit Analysis of Banks and Bank Holding Companies, Special Report, 5 nov.).

________________(1998), Ratios and Bank Ratings - What’s the Connection ? Moody’s US Bank Team Showcases Its Favorite Ratios, Rating Methodology, août.

________________(1998), Responses to Frequently Asked Questions Concerning Confidential Information, Rating Methodology, Global Credit Research, oct.

________________(1999), La notation des souverains par Moody’s, Méthodologie de notation, Global Credit Research, mars.

________________(1999), Risque de crédit bancaire – Cadre d’analyse des établissements bancaires dans les pays développés (version anglaise : Bank Credit Risk – An Analytical Framework for Banks in Developed Markets), Méthodologie de notation, avril.

________________(1999), Bank Credit Risk in Emerging Markets -- An Analytical Framework, Rating Methodology, juillet.

________________(2000), Measuring Up: The Key Ratios Moody’s Uses In Its Analysis Of Finance Companies, Rating Methodology, oct.

________________(2002), Ratios and US Bank Ratings, Rating Methodology, déc.

________________(2004), Ratios and US Bank Ratings: Our Old “Favorites” And Some New ones, Rating Methodology, févr.

________________(2007a), Notation BFSR de solidité financière des banques : méthodologie globale » Version française du « Banks Financial Strength Ratings Global Methodology, Méthodologie de Notation, févr.

________________(2007b), Incorporation of Joint-Default Analysis into Moody’s Bank Rating Methodology, Rating Methodology, févr.

________________(2007), Incorporation of Joint-Default Analysis into Moody's Bank Ratings: A Refined Methodology, Rating Methodology, mars.

________________(2008), Notation des obligations souveraines, méthodologie de notation, septembre.

________________(2009), Calibrating Bank Ratings in the Context of the Global Financial Crisis, Special Comment, févr.

________________(2009a), Moody's Approach to Estimating Bank Credit Losses and their Impact on Bank Financial Strength Ratings, Special Comment, mai.

________________(2009b), Financial Crisis More Closely Aligns Bank Credit Risk and Government Ratings in Non-AAA Countries, Special Comment, mai.

________________(2011), Rating Symbols and Definitions, janv.

________________(2012), Global Bank Ratings Likely to Decline in 2012, Announcement, Global Credit Research,  19 janv.

________________(2012a), How Sovereign Credit Quality May Affect Other Ratings, Rating Implementation Guidance, 13 févr.

________________(2012b), Moody’s Reviews Ratings for Europeans Banks, Rating Action, Global Credit Research, 15 févr.

_______________ (2012), Incorporation of Joint-Default Analysis into Moody's Bank Ratings: Global Methodology, Rating Methodology, 30 mars.

________________(2012), Banks and Sovereigns: Risk Correlations Constrain Standalone Bank Credit Assessments, Special Comment, 30 avril.

________________(2012), Local Currency Country Risk Ceiling for Bonds and Other Local Currency Obligations, Sovereign & Supranational, 16 aout

________________(2012), Bank Rating Actions (de plusieurs banques à travers le monde, avec des dates différentes).

Morgan D. (2002), Rating Banks: Risk and Uncertainty in an Opaque Industry, American Economic Review, vol. 92, pp. 874-88.

Packer F. et Tarashev N. (2011), Rating Methodologies for Banks, BIS Quarterly Review, juin.

Salvador C., Pastor J.M. et De Guevara J.F. (2014), Impact of the Subprime Crisis on Bank Ratings: The effect of the Hardening of Rating Policies and Worsening of Solvency, Journal of Financial Stability 11, 13-31.

Vautrin G. et Zakhia T. (2012), Évaluation des banques : l’accent est mis sur les critères qualitatifs, Agefi Hebdo, Dossier « Agences de notation », 30-08.

Standard & Poor’s (1983), Corporate and International Ratings, Credit Overview, août.

__________________(1998), S&P’s Corporate Ratings Criteria, Research.

__________________(1998), Bank Financial Strength Key Factors, Criteria, Financial Institutions, Banks, 24 juin.

__________________(2004a), Bank Rating Analysis Methodology Profile, Criteria, Financial Institutions, Banks, 18 mars.

__________________(2004b), Rating Banks, Criteria, Financial Institutions, Banks, 18 mars.

__________________(2010), Stand-Alone Credit Profiles: One Component of A Rating, General Criteria, 1er octobre.

__________________(2010), Bank Capital Methodology and Assumptions, Criteria, Financial Institutions, Banks, 6 déc.

__________________(2011), Banks: Rating Methodology and Assumptions, Criteria, Financial Institutions, Banks, 6 janv.

__________________(2011), Sovereign Government Rating Methodology And Assumptions, Criteria, Governments, Sovereigns, 30 juin.

__________________(2011a), Banks: Rating Methodology and Assumptions, Criteria, Financial Institutions, Banks, 9 nov.

__________________(2011b), Banking Industry Country Risk Assessment Methodology and Assumptions, Global Credit Portal, RatingsDirect, 9 nov.

__________________(2011a), Standard & Poor's Puts Ratings on Eurozone Sovereigns on CreditWatch with Negative Implications, 5 déc.

__________________(2011b), Analytical Linkages between Sovereign and Bank Ratings, Global Credit Portal,  RatingsDirect, 6 déc.

__________________(2011), Standard & Poor's Applies Its Revised Bank Criteria to…, communiqués de presse relatifs à la révision de la méthodologie de notation de plusieurs banques de différentes régions à des dates différentes.

__________________(2012), Sovereign Ratings and Country T&C Assessments, 13 janv.

__________________(2012), Les critères de notation bancaire, Ratings Services, avril.

__________________(2012), Standard & Poor's Ratings Definitions, Global Credit Portal, RatingsDirect, 22 juin.

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