DescriptionOne of the few books on the subject, Country Risk Assessment combines the theoretical and practical tools for managing international country risk exposure.
- Offers a comprehensive discussion of the specific mechanisms that apply to country risk assessment.
- Discusses various techniques associated with global investment strategy.
- Presents and analyses the various sources of country risk.
- Provides an in depth coverage of information sources and country risk service providers.
- Gives techniques for forecasting country financial crises.
- Includes practical examples and case studies.
- Provides a comprehensive review of all existing methods including the techniques on the cutting-edge Market Based Approaches such as KMV, CreditMetrics, CountryMetrics and CreditRisk+.
Foreword by Campbell R. Harvey
2 An Overview of Country Risk .
3 The Economic and Financial Foundations of Country Risk Assessment .
4 Country Risk Assessment Methodologies: The Qualitative, Structural Approach to Country Risk.
5 Assessment Methodologies: Ratings.
6 Econometric and Mathematical Methods.
7 Risk Models.
8 International Portfolio Investment Analysis.
9 Financial Crises in Emerging Market Countries: An Historical Perspective.
10 Country Risk and Risk Mitigation Instruments.
11 Country Risk Assessment: A Matter of Information and Intelligence Gathering.