sovereign debt crisis

  1. J

    The eurozone financial crisis role of interdependencies between bank and sovereign risk

    Description The purpose of this paper is to discuss and then analyze the interdependency between bank and sovereign risk before, during and after the financial crisis Journal of Financial Economic Policy The eurozone financial crisis: role of interdependencies between bank and sovereign risk J...
    • jasminepvk
    • Thread
    • asset diversification bailout banks capital capital requirements credit default swap spreads fixed assets risk-weighted assets sovereign debt crisis
    • Replies: 0
    • Forum: Risk Management
  2. J

    Assessing sovereign risk the case of rich countries

    Description This paper aims to shed new light on the inability of credit rating agencies (CRAs) to forecast the recent defaults and so-called quasi-defaults of rich countries. It also describes how Moody’s sovereign rating methodology has been modified – and could be further improved – to solve...
    • jasminepvk
    • Thread
    • credit rating debt financial markets and the macroeconomy sovereign debt crisis
    • Replies: 0
    • Forum: Corporate Finance
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