IMPACT OF HIGH RATING OF COMMERCIAL BANKS ON MACROECONOMIC INDICATORS
DOI:
https://doi.org/10.60078/3060-4842-2024-vol1-iss2-pp299-309Abstract
The article presents an analysis of direct and indirect relationships of macroeconomic factors affecting the rating of commercial banks. They used various criteria such as R-squared, mean squared error (MSE) and sum of squared cross-validation predictions (Cp) to determine the most significant data set, i.e. parsimonious variables, in determining their level of influence.
Keywords:
Ordinal Rating Quality Shortfall (ORQS) bank rating rating indicators model OINI model rating factors,References
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