Country Default Spreads

 



How to calculate a country default spread?


For countries that don’t issue dollar-denominated bonds or don’t have a CDS spread, you have to use the average spread for other countries with the same sovereign rating.

 

With the above approach have calculated country default spread for 80 countries using the sovereign rating. link below : 

 

https://github.com/spai45/fortuneandfinance/blob/main/Country%20Default%20spreads.xlsx


Comments

Popular posts from this blog

Why Apple Is Worth $3 Trillion approximately?

It’s all right to feel pain!!!