Market-Implied Rating and Bank Funding Costs for Warsaw Stock Exchange-Listed Banks

The objective of this study is to investigate the impact of ratings on the funding costs of banks listed on the Warsaw Stock Exchange. We use the so-called implied rating, which can be treated as a substitute for ratings assigned by rating agencies. A characteristic feature of the implied rating is...

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Bibliographic Details

Published in:	Gospodarka Narodowa. The Polish Journal of Economics
Main Authors:	Marcin Borsuk, Błażej Lepczyński
Format:	Article
Language:	English
Published:	Collegium of Economic Analysis, SGH Warsaw School of Economics 2021-03-01
Subjects:	implied rating funding cost credit risk banks
Online Access:	https://gnpje.sgh.waw.pl/Rating-implikowany-a-koszt-finansowania-bankow-notowanych-na-Gieldzie-Papierow-Wartosciowych,132487,0,2.html