S&P

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Abstract
S&P Global Ratings (previously Standard & Poor’s) is an American credit rating agency (CRA) and a division of S&P Global that publishes financial research and analysis on stocks, bonds, and commodities.
Research Area
Systemic Risk Lab
Financial Markets
Macro Finance
Financial Intermediation
Keywords
cds, sovereign risk, systemic risk, jumps, feedback, hawkes processes, mutually exciting processes, impulse-response, banks, financial crisis, financial stability, disclosure, loan loss accounting, expected credit losses, incurred loss model, prudential filter, fair valueaccounting
JEL Classification
C13, G12, G21, G22, G28, G32, G38, K22, M41, M42, M48
Working Paper References
Topic
Fiscal Stability
Financial Markets
Stability and Regulation
Publication Type
Research Data
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Attribution-ShareAlike 4.0 International
Except where otherwise noted, this item's license is described as Attribution-ShareAlike 4.0 International