Quant Congress USA: UK and Netherlands least risky European debt

Edward Altman

Dutch and UK government bonds are the least risky of the large European economies because of a stronger private sector, according to a top credit academic.

Speaking as the keynote speaker on day two of Risk's Quant Congress USA event in New York, Edward Altman, Max L. Heine professor of finance at New York University's Stern business school, said that according to his risk measure the Netherlands has a 3.33% chance of defaulting in the next five years, with the UK at 3.62%, France 5.51%, Germany

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 [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

You need to sign in to use this feature. If you don’t have a Risk.net 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: