Sovereign Risk Analysis

Sovereign Risk Analysis is a two-day, facilitated course that introduces participants to an in-depth process for analyzing sovereign credit risk. It begins by exploring the economic data that underpins the analysis, the potential causes of stress, and issues around timely and accurate data reporting. Participants then examine the causes of sovereign defaults and analyze recent defaults to understand their causes. They next consider the impact of external support, focusing on the role of the International Monetary Fund and other providers of sovereign support. They then learn how Moody’s Investors Service, Moody’s Analytics’ sister company, uses available data to develop its sovereign rating methodology.