Country risk assessment : a guide to global investment strategy /
Michel Henry Bouchet, Ephraim Clark & Bertrand Groslambert.
- Hoboken, NJ : J. Wiley, c2003.
- xiv, 271 p. : ill. ; 25 cm.
- Wiley finance series .
Contents;
1. Introduction 1.1 An historical perspective 1.2 Outline of the book
2. An overview of country risk 2.1 A review of the literature 2.2 Classification and examples of country risk
3. The economic and financial foundations of country risk assessment 3.1 Devaluation
4. Country risk assessment methodologies : The qualitative, structural approach to country risk 4.1 Introduction 4.2 Analysis of welfare and social indicators of the development process 4.3 Analysis of the macroeconomic structures of growth 4.4 External indebtedness, liquidity and solvency analysis etc.
5. Assessment methodologies : Ratings 5.1 Global country risk ratings 5.2 Country credit ratings
6. Econometric and mathematical methods 6.1 Discriminant analysis 6.2 Logit and probit models 6.3 Regression analysis and model building 6.4 Monte Carlo simulations etc.
8. International portfolio investment analysis 8.1 Modern financial theory 8.2 International portfolio investment and country risk management 8.3 The limits of the ICAPM
9. Financial crises in emerging market countries : An historical perspective 9.1 Introduction 9.2 Historical perspective 9.3 Solving the debt crisis 9.4 Debt reduction instruments etc.
10. Country risk and risk mitigation instruments 10.1 Introduction 10.2 The role of national export credit agencies 10.3 The role of official multilateral risk guarantee institutions 10.4 The risk mitigation role of public and private risk guarantee institutions etc.
11. Country risk assessment : A matter of information and intelligence gathering 11.1 Introduction 11.2 Solvency and liquidity risk : The supply of debt-related information 11.3 FDI-related country risk assessment