Quant Congress USA: UK and Netherlands least risky European debt

edward-altman
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

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