Musings on Markets · 2016-07-22 · 3604d

Country Risk Analysis: Market and Non-Market Measures Updated for 2016

Aswath Damodaran updates his comprehensive country risk analysis framework, comparing non-market measures (political risk scores, sovereign ratings) with market-based measures (CDS spreads, equity risk premiums). The analysis highlights how markets adjust to risk shifts faster than traditional rating agencies, using real-time data as of July 2016 across 64+ countries.

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Metrics in this report

Sovereign CDS Country Coverage

64countries

as of July 2016

out of approximately 195 countries globally

US Sovereign CDS Spread

0.41%

as of July 1, 2016

baseline for country risk premium calculation