Recent Trends in Sovereign Credit Risk

Sovereign credit risk is important: not only do changes in government borrowing rates affect public funding, these same rates impact investment portfolios broadly. Sovereign risks serve as fundamental inputs to the analysis of most entities, especially corporate and financials.

Sovereign credit risk is typically driven by country-specific factors, like the current situation in Venezuela, although sometimes it may affect an entire region, as in the 2011 Eurozone funding crisis.

Recently changes in globalization and trade arrangements are having a profound effect on Sovereign risks in a number of regions. Economic alliances, trade flows, and supply chains are changing or breaking down, and new patterns are emerging, with winners and losers.

In this whitepaper, we look at data from Credit Benchmark that shows the overall environment for Sovereign credit is increasingly dynamic and volatile.

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    Credit Benchmark brings together internal credit risk views from over 40 leading global financial institutions. The contributions are anonymized, aggregated, and published in the form of consensus ratings and aggregate analytics to provide an independent, real-world perspective of credit risk. Risk and investment professionals at banks, insurance companies, asset managers and other financial firms use the data for insights into the unrated, monitoring and alerting within their portfolios, benchmarking, assessing and analyzing trends, and fulfilling regulatory requirements and capital.