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
Fed (New York)
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
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
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]
- Our Framework of Country Risk Concepts
- Our Framework of Country Risk Indicators
- Our Template for Country Risk Reports
- How do you select Country Risk Indicators?
- What do your Country Risk Indicators mean?
- How do you find Country Risk Data?
- Free E-Book about Country Risk Analysis
- How do you become Country Risk Analyst?
- Framing China as Large Export Market
- A Flexible Tool for Impact Assessment of Political Risk Indicators (by Gaia Verhulst)
- Interview with Kai Gehring: Rating Agencies, Sovereign Ratings and the Home Bias
- Macro-Economic Risk Indicators [Reading List]
- Political Risk Analysis [Reading List]
- Political Risk Data [Reading List]
- Political Risk Indicators [Reading List]
- Sovereign Risk Ratings, Government Debt Defaults and Emerging Market Bond Spreads [Reading List]
- Transfer Risk Definition, Methodology and Ratings [Reading List]