Sovereign Credit Risk Seminar on 4-5 November 2019, Prague

The seminar identifies relevant approaches of credit analysis that are useful to incorporate in a financial institution’s own internal rating tool. Further, this enables participants to deepen their expertise about credit risk for global banks and sovereign obligors.

Know-how about the rating agencies’ modus operandi will be transformed into practical tips about how internal ratings tools should assess credit risk and which factors need to be taken into account to what extent, when analysing banks and sovereigns. The seminar further discusses also the availability of validated data, so that participants instantly know where to find the right underling information for each of the rating factors, taking into account qualitative as well as quantitative data.

Overall this seminar leads participants to keep track of probability of default and helps to conceive an informed opinion about counterparties’ creditworthiness. This again, helps improve a financial institution’s own internal rating tool, make it more robust and exceptionally forward-looking.

Key points:

  • Analyse sovereign debt issuance in today’s capital markets
  • Interpret macroeconomic and other quantitative data which impact sovereign credit ratings
  • Integrate qualitative risk factors into the risk assessment
  • Measure the likely impact of sovereign credit rating on the evaluation of banking system support
  • Differentiate the rating methodologies for supranational agencies from those of sovereign obligors
  • Appreciate how the rating agencies assess risks
  • Discuss the UN principles on distressed sovereign debt recovery and legal process
  • Define situations of default with respect to international (external) sovereign debt and domestic sovereign debt
  • State how investors can predict improvements and deteriorations in sovereign credit quality


Downloadable PDF:

Two-day seminar in Prague on Sovereign Credit Risk

Date: 4 – 5 November 2019

Time: 9:00 a.m. – 5:00 p.m.

Location: NH Hotel, Prague

Language: English


Get a 15% discount registering through our website. For further information please contact us via Email.


About the Author:

Leave A Comment