Assessing Country Risk: Selected Approaches

Technical Notes and Manuals, June 1, 2017

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Assessing Country Risk: Selected Approaches

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Bibliographic details

• Authors: Ashvin Ahuja, Kevin Wiseman, Murtaza H Syed
• Published: June 1, 2017
• Series: Technical Notes and Manuals
• DOI: https://doi.org/10.5089/9781484302569.005

Overview

• Title: Assessing Country Risk: Selected Approaches
• Authors: Ashvin Ahuja, Kevin Wiseman, Murtaza H Syed
• Publication date: June 1, 2017
• Document type: Technical Guidance Note (Technical Notes and Manuals No. 2017/008)
• Core purpose: Describes approaches used internally by IMF staff to examine a wide array of systemic risks across advanced, emerging, and low-income economies.

Key features of the approaches described

• Coverage:
  • Bilateral and multilateral dimensions of country risk assessment.
  • Applicability across advanced, emerging, and low-income economies.
• Content focus:
  • High-level view of theory and methodologies employed by Fund staff.
  • Examination of systemic risks, including Banking Crisis, Contagion Risk, Currency Crisis, Fiscal Crisis, Sudden stops, and related themes.
• Companion materials:
  • An on-line companion guide provides more technical details of implementation.
  • The guide will be updated as Fund staff’s methodologies for assessing country risk continue to evolve with experience and feedback.

Use and disclosure

• Publication policy:
  • Results of these internal approaches are not published by the IMF for market sensitivity reasons.
• Operational role:
  • Outputs inform risk assessments featured in bilateral surveillance and in the IMF’s flagship publications on global surveillance.

Scope and thematic tags (as provided)

• Subject tags: Balance of payments; Emerging and frontier financial markets; Financial crises; Financial markets; Financial statements; Public debt; Public financial management (PFM); Sudden stops.
• Keywords listed in source:
  • Banking Crisis, Contagion Risk, country risk, coverage ratio, crisis risk model, Crisis Risk Models, Currency Crisis, debt, duration risk indicator, economy, Emerging and frontier financial markets, exchange market pressure index, fair value, Financial Crisis, Financial statements, Fiscal Crisis, Global, implementation risk, interest rate, market, Policy implementation risk, return on assets, risk, Risk Assessment, risk exercise, risk surveillance monitor, risk toolkit, Sudden stops, TNM.

Content in this bundle

• Assessing Country Risk—Selected Approaches—Reference Note
  • Assessing Country Risk—Selected Approaches—Reference Note (Markdown version)
  • Assessing Country Risk—Selected Approaches—Reference Note (PDF)