Анализ значений суверенного кредитного рейтинга и его моделирование

Authors

  • Anton Igorevich Bragin Russian Foreign Trade Academy
  • Evgeney Nikolaevich Kusnetsov Russian Foreign Trade Academy

Keywords:

Risks of foreign trade, risk management, sovereign credit ratings, country risk, risk assessment, econometric model, panel data, fixed effects, GDP per capita, General government gross debt

Abstract

The dynamics of the values of sovereign credit ratings for 50 countries between 2000 and 2008, and their regional breakdown wire analyzed and an econometric model based on this panel data was constructed. Two indicators have the most signifi can not (but multidirectional) impact on the sovereign ratings of countries: GDP per capita and General government gross debt as a percentage of GDP. The constructed model can be used to calculate their own assessments of country risk, which are highly likely to coincide with future ratings, assigned by international rating agencies.

 

Author Biographies

Anton Igorevich Bragin, Russian Foreign Trade Academy

Place of work, post: Russian Foreign Trade Academy, Foreign Trade Management Department, 5th year, student

Evgeney Nikolaevich Kusnetsov, Russian Foreign Trade Academy

Ph.D. ( Engineering), associate professor
Place of work, post: Russian Foreign Trade Academy, Academic Department of Informatics and Mathematics, assistant professor

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Published

2024-02-08

How to Cite

Bragin, A. I., & Kusnetsov, E. N. (2024). Анализ значений суверенного кредитного рейтинга и его моделирование. Russian Foreign Economic Journal, (12), 21–36. Retrieved from https://journal.vavt.ru/rfej/article/view/1145

Issue

No. 12 (2011)

Section

World economy