Empirical evolution of credit risk over a decade in IBEX. 35 companies and its relationship with the qualification of its ratings
Purpose: The present work responds to two objectives. On the one hand, it describes the evolution of the main economic-financial indicators that influence credit risk (insolvency) for a sample of 10 Spanish companies listed on the IBEX 35.This analysis is studied for a comparative period of 10 years...
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| Tipo de recurso: | artículo |
| Fecha de publicación: | 2020 |
| País: | España |
| Institución: | Varias* (Consorci de Biblioteques Universitáries de Catalunya, Centre de Serveis Científics i Acadèmics de Catalunya) |
| Repositorio: | Recercat. Dipósit de la Recerca de Catalunya |
| OAI Identifier: | oai:recercat.cat:20.500.12367/2462 |
| Acceso en línea: | https://hdl.handle.net/20.500.12367/2462 |
| Access Level: | acceso abierto |
| Palabra clave: | Credit risk Insolvency Credit evaluation (rating) |
| Sumario: | Purpose: The present work responds to two objectives. On the one hand, it describes the evolution of the main economic-financial indicators that influence credit risk (insolvency) for a sample of 10 Spanish companies listed on the IBEX 35.This analysis is studied for a comparative period of 10 years, which coincides with a pre-crisis stage (2002-2005) and an economic post-crisis phase (2012-2015).On the other hand, it corroborates the relationship between the analysed insolvency and the rating or credit-risk rating published for these companies by an internationally recognized credit rating agency, Standard& Poor's (S & P). [...] |
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