In this thesis I deal with role of rating agencies in the context of today's financial crisis. In particular, I focus on the segment evaluation of credit rating structured securities, the three largest credit rating agencies. The main part of this work include: financing credit rating agencies and regulation of credit rating agencies in the U.S. and the EU, securitization and the role of rating agencies and analysis of default studies of rating agencies. The last part is the comparison of default rates of structured finance segment by rating notches and comparison of volatility ratings of structured securities by rating notches selected the rating agencies. The time frame I set in the period from 2005 to 2012, which is evident during the financial crisis and its impact on changes in notches and default rates.
| Identifer | oai:union.ndltd.org:nusl.cz/oai:invenio.nusl.cz:198881 |
| Date | January 2012 |
| Creators | Fraňová, Jana |
| Contributors | Witzany, Jiří, Le, Simona |
| Publisher | Vysoká škola ekonomická v Praze |
| Source Sets | Czech ETDs |
| Language | Czech |
| Detected Language | English |
| Type | info:eu-repo/semantics/masterThesis |
| Rights | info:eu-repo/semantics/restrictedAccess |
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