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2024-03-28T19:09:32+00:00
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Multilateral Development Bank Credit Rating Methodology: Overcoming the Challenges in Assessing Relative Credit Risk in Highly Rated Institutions Based on Public Data
https://www.bankofcanada.ca/2017/05/staff-discussion-paper-2017-6/
The investment of foreign exchange reserves or other asset portfolios requires an assessment of the credit quality of counterparties. Traditionally, foreign exchange reserve managers and other investors have relied on credit rating agencies (CRAs) as the main source for credit assessments.
2017-05-12T11:33:49+00:00
en
Multilateral Development Bank Credit Rating Methodology: Overcoming the Challenges in Assessing Relative Credit Risk in Highly Rated Institutions Based on Public Data
2017-05-12
Credit risk management
Foreign reserves management
Staff Discussion Paper 2017-6
https://www.bankofcanada.ca/wp-content/uploads/2017/05/sdp2017-6.pdf
Multilateral Development Bank Credit Rating Methodology: Overcoming the Challenges in Assessing Relative Credit Risk in Highly Rated Institutions Based on Public Data
David Xiao Chen
Philippe Muller
Hawa Wagué
May 2017
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