The World’s Riskiest Sovereign Debt

Argentina is back in the lead as the world’s top basket case (Ukraine was leading last time)

Implied Ratings are calculated using a proprietary model developed by CMA and fed with CDS pricing data
from CMA DataVision.

Source: CMA DataVision Global Sovereign Credit Risk Report Q2-2009

Posted by jck on July 1st, 2009 at 1:28 pm    2 Comments

2 Responses to “ The World’s Riskiest Sovereign Debt ”

  • # 1 Šarūnas Says:

    I wonder if you ever ran into studies on 5 year implied CPD correlating with macro indicators, i.e. net external debt.

  • # 2 jck Says:

    No, but not sure it would help much, CDS are forward looking, expectations matter more and by definition macro data is stale.

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