SRSK - The Bloomberg Sovereign Risk Model

The Bloomberg sovereign risk function (SRSK) provides quantitative estimates of a sovereign entity's default probability (DP) term structure.The SRSK model was last updated in June 2017. This year we have reviewed and revised the model. This white paper documents the newly updated DP model and analyzes its performance

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Year of publication:	[2021]
Authors:	Cai, Lili ; Stein, Harvey J.
Publisher:	[S.l.] : SSRN
Subject:	Länderrisiko \| Country risk \| Theorie \| Theory

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Extent:	1 Online-Ressource (25 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 1, 2020 erstellt
Other identifiers:	10.2139/ssrn.3911338 [DOI]
Classification:	H63 - Debt; Debt Management ; H68 - Forecasts of Budgets, Deficits, and Debt ; C51 - Model Construction and Estimation ; C52 - Model Evaluation and Testing ; c58 ; E44 - Financial Markets and the Macroeconomy ; E47 - Forecasting and Simulation ; F34 - International Lending and Debt Problems ; F37 - International Finance Forecasting and Simulation
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013214723