Banks Reassess Country Risk In Response To New Climate


NEW YORK--Changing business conditions stemming from shifting economic and political winds are leading a number of banks to revisit their definitions and methodologies for assessing country risk. At Bank One and Bear Stearns, for example, the institutions are introducing new qualitative factors into old quantitative country risk measurement techniques.

Gretchen Rodkey, vice president of emerging markets fixed income research at Bear Stearns in New York, says banks are beginning to qualitatively

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact or view our subscription options here:

You are currently unable to copy this content. Please contact to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to View our subscription options

If you already have an account, please sign in here.

Calibrating interest rate curves for a new era

Dmitry Pugachevsky, director of research at Quantifi, explores why building an accurate and robust interest rate curve has considerable implications for a broad range of financial operations – from setting benchmark rates to managing risk – and hinges on…

You need to sign in to use this feature. If you don’t have a account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here