Sovereign credit risk assessment [electronic resource] : from traditional indicators to the contingent claim approach /
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Sovereign credit risk assessment from traditional indicators to the contingent claim approach / [electronic resource] : Adam Kobor. - London : Henry Stewart Talks, 2012. - 1 online resource (1 streaming video file (60 min.) : color, sound). - Risk management for sovereign institutions : innovations in strategic risk management for volatile times . - Henry Stewart talks. Marketing & management collection. Risk management for sovereign institutions .
Animated audio-visual presentation with synchronized narration. Title from title frames.
Contents: Sovereign defaults -- Sovereign credit risk -- External debt -- Domestic debt -- Sovereign credit rating -- Rating agencies -- Sovereign credit risk analysis -- Debt sustainability study -- Vector Autoregression (VAR) -- Credit default swap (CDS) spread -- Structural credit risk models -- Probability of default -- Contingent claim analysis -- Sovereign balance sheet.
Access restricted to subscribers.
Mode of access: World Wide Web.
System requirements: Browser compatibility: updated Mozilla Firefox, Google Chrome, Safari or Internet Explorer 8+. Browser settings: enable JavaScript, enable cookies from the Henry Stewart Talks site. Required Desktop Browser plugins & viewers: Updated Adobe Flash Player & Adobe Acrobat Reader. Mobile device & operating system versions: Android v2.1+, iPhone 4+ (iOS v5.x+), iPad 2+ (iOS v5.x+), BlackBerry OS v7.0+, Windows Phone v6.5.1+.
3101 Henry Stewart Talks
Credit analysis.
Credit ratings.
Finance, Public.
Rating agencies (Finance).
Risk assessment.
Sovereign wealth funds.
Sovereign credit risk assessment from traditional indicators to the contingent claim approach / [electronic resource] : Adam Kobor. - London : Henry Stewart Talks, 2012. - 1 online resource (1 streaming video file (60 min.) : color, sound). - Risk management for sovereign institutions : innovations in strategic risk management for volatile times . - Henry Stewart talks. Marketing & management collection. Risk management for sovereign institutions .
Animated audio-visual presentation with synchronized narration. Title from title frames.
Contents: Sovereign defaults -- Sovereign credit risk -- External debt -- Domestic debt -- Sovereign credit rating -- Rating agencies -- Sovereign credit risk analysis -- Debt sustainability study -- Vector Autoregression (VAR) -- Credit default swap (CDS) spread -- Structural credit risk models -- Probability of default -- Contingent claim analysis -- Sovereign balance sheet.
Access restricted to subscribers.
Mode of access: World Wide Web.
System requirements: Browser compatibility: updated Mozilla Firefox, Google Chrome, Safari or Internet Explorer 8+. Browser settings: enable JavaScript, enable cookies from the Henry Stewart Talks site. Required Desktop Browser plugins & viewers: Updated Adobe Flash Player & Adobe Acrobat Reader. Mobile device & operating system versions: Android v2.1+, iPhone 4+ (iOS v5.x+), iPad 2+ (iOS v5.x+), BlackBerry OS v7.0+, Windows Phone v6.5.1+.
3101 Henry Stewart Talks
Credit analysis.
Credit ratings.
Finance, Public.
Rating agencies (Finance).
Risk assessment.
Sovereign wealth funds.