Credit ratings, private information, and bank monitoring ability

B-Tier
Journal: Journal of Financial Intermediation
Year: 2018
Volume: 36
Issue: C
Pages: 58-73

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

In this paper, we use credit rating data from two large Swedish banks to elicit evidence on banks’ loan monitoring ability. For these banks, our tests reveal that banks’ internal credit ratings indeed include valuable private information from monitoring, as theory suggests. Banks’ private information increases with the size of loans.

Technical Details

RePEc Handle
repec:eee:jfinin:v:36:y:2018:i:c:p:58-73
Journal Field
Finance
Author Count
2
Added to Database
2026-01-26