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Info on country risk and quant models...thank you!
I have to start reading on country risk and the implementation of it in quantitative models. Any recommendation on what i should read or where i can gather information? Any favourite paper, book or page are wellcome.Thank you a lot!!!!!!!!!!!!
Info on country risk and quant models...thank you!
Mahoffer try this one Managing Risk in International Business by Ephraim Clark, Bernard Marois
Last edited by Mabadu on May 29th, 2002, 10:00 pm, edited 1 time in total.
Info on country risk and quant models...thank you!
what is country risk? >>A general term for any additional risk incurred by an investor outside the country of issue relative to a domestic investor. It includes the risk of expropriation of foreign-owned assets, currency or capital controls, legal or tax bias against foreigners and other things. It should not include the risk of sovereign default, unless that default is selective against external debt, since sovereign default affects investors inside and outside the country.
Info on country risk and quant models...thank you!
<< what is country risk? >>Country Risk Analysis
Info on country risk and quant models...thank you!
What is the difference between Country Risk and Soveign Risk
Info on country risk and quant models...thank you!
What is the difference between Country Risk and Soveign Risk >>Although the two are often confused, they are nearly exclusive. Sovereign risk is the risk of a sovereign default. Country risk is the additional risk faced by a foreign versus domestic investor. Since sovereign defaults usually affect both external and internal debt, they are generally not part of country risk. The main components of country risk are expropriation and capital controls. These have all kinds of nuances and combinations.