Sovereign credit risk assessment [electronic resource] : from traditional indicators to the contingent claim approach / Adam Kobor.
Material type:
FilmSeries: Henry Stewart talksBusiness & management collection. Risk management for sovereign institutions: Publisher: London : Henry Stewart Talks, 2012Description: 1 online resource (1 streaming video file (60 min.) : color, sound)Subject(s): Credit analysis | Credit ratings | Finance, Public | Rating agencies (Finance) | Risk assessment | Sovereign wealth fundsOnline resources: Click here to access online | Series 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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Mode of access: World Wide Web.