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.
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