Examples of Sovereign Risk in a sentence
Each Fund confirms that it has considered and accepted the Sovereign Risk and prevailing Country Risk as part of its continuing investment decision process.
We then obtain the country-level News- implied Sovereign Risk Index (NSRI) by aggregating CS over a time interval.
In this study, we address this shortcoming by developing a novel text-based measure of sovereign default risk—the News-implied Sovereign Risk Index (NSRI)—that can be computed for any country by applying natural language processing (NLP) techniques to socioeconomic, political and financial news.We contribute to the literature in three main ways.
Creative Ac- counting, Fiscal Transparency and Sovereign Risk Premia,” Deutsche Bun- desbank Discussion paper, 2006-19.
Applying our framework to a corpus of 10 million news articles, we obtain the News-implied Sovereign Risk Index (NSRI) for a broad cross- section of countries.