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Article

Регулирование рейтинговой деятельности: контроллинг и статистика

Контроллинг. 2015. № 2. С. 40-49.

The problem of comparison of the ratings assigned to Russian banks by different rating agencies, both international and Russian is considered. Proposed method is based on allocation of base scale (ratings of Moody's) and the evaluation of the log-linear regression of the base scale for the ratings of other agencies. Obtained results allow to identify similarities and differences between agencies.
Keywords: rating, rating agency, comparison of scales, regulator.