文章基本信息

标题：METODE STATISTICE DE EVALUAREA RISCULUI DE TARA
本地全文：下载
作者：Raluca Aniela DANCIU
期刊名称：Analele Universităţii Constantin Brâncuşi din Târgu Jiu : Seria Economie
印刷版ISSN：1844-7007
出版年度：2007
卷号：01
出版社：Academica Brâncuşi
摘要：The globalization of the world economies, and in particular the internationalization of financial markets in the last decades, have dramatically expanded and diversified investment possibilities, leading to numerous new opportunities, accompanied by new risks. Consequently, there has been growing interest in obtaining reliable estimates of the risk of investing in different countries. These concerns have led to the development of the concept of country risk, and even to the regular publication of country risk ratings by various agencies. The importance of ratings has been magnified by the recommendations addressed in the Basel Capital Accord (2001), that pinpoints the role of agencies’ ratings for the assessment of credit risk. In the present paper I shall present the statistical methods for the country risk assessment.