This workshop provides a comprehensive foundation for assessing country and sovereign risk issues. With the use of quantitative factors and data as well as internal and external risk determinants, participants will be able to analyze relevant risk factors. Delegates to this course will gain an understanding of the pricing of securities in capital markets, and how other market participants assess and price risk. Especially the methodologies of the leading international rating agencies, their strengths and weaknesses, and how these methodologies are evolving in response to the current crisis, will be focused on.

•  Understand sovereign debt issuance in today’s capital markets
• Interpret macroeconomic and other quantitative data
• Integrate qualitative risk factors into the risk assessment
• Measure the likely impact of banking system support on the sovereign credit
• Assess the importance and impact of supranational agencies
• Understand how the rating agencies assess and price risk
• Anticipate defaults and minimize loss
• Position for recovery situations and predict improving sovereign credit quality

Date: will be set

Location: Euromoney Leaning Solutions, Washington and New York

Get a discount registering through our website. For further information please contact us via Email.