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.
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