Factors of credit ratings for transfer pricing of loans in European conditions

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Dátum

2024

Názov časopisu

ISSN časopisu

Názov zväzku

Vydavateľ

Nakladatelství Oeconomica, Vysoká škola ekonomická : Praha

ISBN

ISSN

0032-3233
2336-8225

Abstrakt

In accord with international transfer pricing regulations, the borrower's creditworthiness is the main factor to be reflected in valuation of cross-border loan transactions between associated enterprises. However, trouble invariably arises for small and medium-sized enterprises that do not have an assigned credit rating. The aim of this paper is to determine the most reliable predictors of a company's credit rating for European entities facing missing rating coverage for the purpose of transfer pricing. Based on 2015-2019 data sourced from the Orbis database, the study examines key financial ratios and non-financial information that could be instrumental in reconstructing a long-term rating category of a company assigned by Moody's Investors Service. The results identify interest coverage as the most useful predictor. Therefore, a law-approved and tax-acceptable approach to pricing of financial transactions between unrated parties (i.e., without credit rating) should preferably exploit interest coverage as a link to the otherwise missing ratings.

Popis

In: Politická ekonomie : vědecký časopis : teorie, modelování, aplikace. Praha : Nakladatelství Oeconomica, Vysoká škola ekonomická, 2024. ISSN 0032-3233. Vol. 72, no. 5 (2024), pp. 727-751.

Kľúčové slová

úverové ratingy, credit ratings, transferové oceňovanie, transfer pricing

Výstup z projektu

TAČR TL05000328 Stanovení obvyklé ceny u finančních transakcí náhledem principu tržního odstupu VEGA 1/0579/21 Výskum determinantov a paradigiem finančného manažmentu v kontexte pandémie COVID-19

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DOI

Práva a licenčné podmienky

CC BY-NC-ND Creative Commons Attribution-NonCommercial-NoDerivatives 4.0. International
info:eu-repo/semantics/openAccess