Sovereign Risk Ratings, Government Debt Defaults and Emerging Market Bond Spreads [Reading List]

Interested in improving your skills in this field? Then contact me about my in-house skills training sessions or apply for this Summer School course at Maastricht University:

Books

I am co-author of an accessible introduction to country risk analysis that also explains sovereign risk. The book is available on this website: Free E-Book about Country Risk Analysis

Online Sources

Bank Int. Settlements

Interpreting sovereign spreads [pdf file]

Basel II, Sovereign Ratings and Transfer Risk – External versus Internal Ratings [pdf file]

Common factors in emerging market spreads [pdf file]

Brueghel

Rating agencies and sovereign credit risk assessment

Economist Intelligence Unit

Sovereign Ratings

Fed (New York)

Sovereign Credit Ratings

Determinants and Impact of Sovereign Credit Ratings [pdf file]

One Reason Countries Pay Their Debts: Renegotiation and International Trade [pdf file]

What Moves Sovereign Bond Markets? The Effects of Economic News on U.S. and German Yields [pdf file]

Fed (San Fransisco)

Sovereign Debt Crises and Credit to the Private Sector [pdf file]

Fitch

Definitions of Ratings and Other Forms of Opinion [pdf file]

HWWA

Sovereign Credit Ratings, Emerging Market Risk and Financial Market Volatility [pdf file]

Inter-American Development Bank

On Emerging Economy Sovereign Spreads and Ratings

Global Factors and Emerging Market Spreads [pdf file]

International Monetary Fund

Sovereign Ceilings ‘Lite’? the Impact of Sovereign Ratings on Corporate Ratings in Emerging Market Economies [pdf file]

Haircuts: Estimating Investor Losses in Sovereign Debt Restructurings, 1998-2005

Rating the Raters of Country Creditworthiness [pdf file]

Debt Crises and the Development of International Capital Markets [pdf file]

Predicting Sovereign Debt Crises [pdf file]

Sovereign Debt Defaults and Financing Needs [pdf file]

Sovereign Credit Ratings Methodology [pdf file]

Liberty/NBER

Understanding Emerging Market Bonds [pdf file]

Moody’s

Moody’s Rating Symbols and Definitions [pdf file]

Sovereign Default and Recovery Rates, 1983-2007 [pdf file]

Salomon Brothers

The Risks of Sovereign Lending: Lessons from History [Word file]

Social Science Research Network

Estimating Default Probabilities of Emerging Market Sovereigns: A New Look at a Not-So-New Literature

Are Rating Agencies Powerful? An Investigation into the Impact and Accuracy of Sovereign Ratings

Standard&Poor’s

Sovereign Defaults And Rating Transition Data, 2012 Update

World Bank

Macroeconomics and Sovereign Risk Ratings [pdf file]

Shadow sovereign ratings for unrated developing countries [pdf file]

Sovereign Risk Ratings

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