建模主权信用评级和评估公正性:中国的一个案例研究
1College of Economics and Management, Taiyuan University of Technology, Taiyuan, China.
PloS one
|September 8, 2023
概括
全球债务COVID-19后影响主权信用评级. 提高经济基本面和管理短期债务对于稳定的评级至关重要,新的指数评估了评级公平性.
科学领域:
- 经济学 经济学 经济学
- 金融市场 金融市场
- 国际金融 国际金融
背景情况:
- 后COVID-19时代的特点是全球债务不断升级,引发了对主权信用评级的重大担忧.
- 主权信用评级在全球金融市场中发挥着至关重要的作用,影响投资和经济稳定.
研究的目的:
- 开发一种用于主权信用评级评估的新型指数系统.
- 区分影响信用评级的长期和短期因素.
- 调查中国和其他相关国家主权信用评级的公平性.
主要方法:
- 开发一个新的主权信用评级指数系统.
- 评级变量分为长期和短期因素的分类.
- 评级拟合和预测模型的应用.
- 引入"评级差距"概念来评估评级公平性.
主要成果:
- 主权信用评级对全球金融市场具有威作用.
- 高稳定的信用评级需要持续改善经济基本面,财政平衡,外部余和偿付能力.
- 有效的短期债务管理 (减少,偿还,互换) 是至关重要的.
- 分析显示,各国主权评级的低估和高估,中国的评级显示出特定的历史差异.
结论:
- 政府必须在监测主权债务和信用评级方面保持警,以减轻与潜在的COVID-19后债务危机相关的风险.
- 长期的经济健康和强大的短期债务管理对于保持强大的主权信用能力是不可或缺的.
- "评级差距"为评估全球主权信用评级的准确性和公平性提供了有价值的工具.
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