Bouchet / Clark / Groslambert Country Risk Assessment

A Guide to Global Investment Strategy
1. Auflage 2003
ISBN: 978-0-470-86818-8
Verlag: John Wiley & Sons
Format: PDF
Kopierschutz: Adobe DRM (»Systemvoraussetzungen)

E-Book, Englisch, 286 Seiten, E-Book

Reihe: The Wiley Finance Series

One of the few books on the subject, Country Risk Assessmentcombines the theoretical and practical tools for managinginternational country risk exposure.
- Offers a comprehensive discussion of the specific mechanismsthat apply to country risk assessment.
- Discusses various techniques associated with global investmentstrategy.
- Presents and analyses the various sources of countryrisk.
- Provides an in depth coverage of information sources and countryrisk service providers.
- Gives techniques for forecasting country financial crises.
- Includes practical examples and case studies.
- Provides a comprehensive review of all existing methods includingthe techniques on the cutting-edge Market Based Approaches such asKMV, CreditMetrics, CountryMetrics and CreditRisk+.

Autoren/Hrsg.

Bouchet, Michel Henry

Clark, Ephraim

Groslambert, Bertrand

Inhaltsverzeichnis

Preface.
Acknowledgments.
Foreword by Campbell R. Harvey
1 Introduction.
2 An Overview of Country Risk .
3 The Economic and Financial Foundations of Country RiskAssessment .
4 Country Risk Assessment Methodologies: The Qualitative,Structural Approach to Country Risk.
5 Assessment Methodologies: Ratings.
6 Econometric and Mathematical Methods.
7 Risk Models.
8 International Portfolio Investment Analysis.
9 Financial Crises in Emerging Market Countries: An HistoricalPerspective.
10 Country Risk and Risk Mitigation Instruments.
11 Country Risk Assessment: A Matter of Information andIntelligence Gathering.
Glossary.
Index

Über Autor(innen)

MICHEL HENRY BOUCHET is Professor of Finance at CERAM-SophiaAntipolis (France), Scientific Director of the MSc in InternationalFinance, and Head of the Chair 'Global Finance'. He is alsoManaging Director of DEFI/Developing Finance, Paris. After aninternational banking career at BNP, the World Bank and theWashington-based Institute of International Finance, Dr. Bouchetwas founder and CEO of Owen Stanley Financial, a specializedadvisory firm dealing with debt restructuring strategy for countrygovernments. Dr. Bouchet graduated in Economics from the Universityof Paris and IEP-Paris. He also holds an M.A. and a Ph.D from USC(Columbia-USA).
EPHRAÏM CLARK is Professor of Finance at MiddlesexUniversity, London, and Visiting Professor at ESC Lille, France,with extensive teaching experience in Europe and the USA. He isFounding Editor of the European Journal of Finance, Co-editor ofTreasury Affairs, and Associate Editor of the International Journalof Finance. Professor Clark is the author of eight books and over50 articles in academic and professional journals in the field ofinternational risk management, and he also has extensive experiencein private business and as a consultant.
BERTRAND GROSLAMBERT after working in Africa as FinancialController with the French oil group, Total, Dr. Groslambert joinedParis-based FP Consult (now part of Fortis Group), an emergingmarket investment management company with a US$250 millionportfolio. He was equity fund manager specializing in LatinAmerican stock markets. Dr. Groslambert teaches InternationalFinance Strategy and International Risk Management at CERAM. Agraduate himself from CERAM, he holds a Doctorate in Economics fromAix-Marseille University, and his areas of expertise includeemerging markets and international economics.