IMPACT OF HIGH RATING OF COMMERCIAL BANKS ON MACROECONOMIC INDICATORS
Abstract
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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