Sovereign Risk Tool Brochure

Our composite sovereign risk tool provides a rigorous and transparent framework to measure the vulnerability of 166 countries to a sovereign crisis or a sovereign distress. The indicator provides significant added value over sovereign credit ratings in predicting probabilities of default and is statistically proven to be a leading indicator for credit ratings. You may also be interested in our complementary service

What’s included
  • Quarterly sovereign risk scores. Updated monthly, based on historical data from 2000 and Oxford Economics forecasts, which makes it a forward-looking indicator.
  • Spreadsheet-based analytical indicator. Allows easy comparison of sovereign risk and its drivers (23 sub-components, based on about 40 series of underlying data) across countries, regions and time.
  • Chartbook. Graphical presentation of the evolution of sovereign risk versus credit ratings and bond spreads (where available) for 123 economies, updated monthly.
  • Monthly chartbook. Highlights sovereign risk developments across the EM space. Our Risk Chartbook will help you to uncover valuable insights.
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