Cetorelli, Nicola (contributor); … - 2006
risk. Moody’s, Standard and Poor’s, Fitch, and the OECD all publish well-regarded sovereign
country risk ratings. In our … riskiness of
countries are proxied by Fitch ratings - or towards less risky forms of exposure. Honing in on
the geographical … exceeding $30 million in aggregate. In these reports, bank claims are itemized by
country, and separately encompass credit …