Market Research Logo

Sovereign Credit Risk

Sovereign Credit Risk

The Greek default on the government debt issued by the country clearly has shown that today sovereign credit risk also is of high relevance for investors in bonds sold by industrialized countries. The current ECB/EBA stress test, for example, is a clear indication that sovereign credit risk currently has to be regarded as one of the most important topics for the financial services industry in Europe. There are numerous facets that are of relevance. Risk management issues, for example, are very important from an applied perspective. Theoretical problems that do matter in this context do include the problems originating from the complex interaction between sovereign credit risk, redenomination risk and liquidity risk. Sovereign credit risk also could matter for monetary policymakers. Moreover, the insurance industry has to cope with the problem that government bonds today are not free of credit risk anymore.


Asset liability management and the Euro crisis – sovereign credit risk as a challenge for the German life insurance industry,Banking stability in the MENA region during the global financial crisis and the European sovereign debt debacle,Exploring the relationship between macroeconomic indicators and sovereign credit default swap in Pakistan,Interest rate convergence, sovereign credit risk and the European debt crisis: a survey,Interest rate, liquidity, and sovereign risk: derivative-based VaR,The impact of sovereign rating events on bank stock returns: an empirical analysis for the Eurozone ,Time-varying beta during the 2008 financial crisis - Evidence from North America and Western Europe

Download our eBook: How to Succeed Using Market Research

Learn how to effectively navigate the market research process to help guide your organization on the journey to success.

Download eBook

Share this report