How Important Is Sovereign Risk in Determining Corporate Default Premia? : The Case of South Africa /

How Important Is Sovereign Risk in Determining Corporate Default Premia? : The Case of South Africa /

The paper analyzes and quantifies the importance of sovereign risk in determining corporate default premia (yield spreads). It also investigates the extent to which the practice by rating agencies and banks of not rating companies higher than their sovereign ("country or sovereign ceiling"...

Cur síos iomlán

Sonraí bibleagrafaíochta
Príomhchruthaitheoir:	Peter, Marcel
Rannpháirtithe:	Grandes, Martin
Formáid:	IRIS
Teanga:	English
Foilsithe / Cruthaithe:	Washington, D.C. : International Monetary Fund, 2005.
Sraith:	IMF Working Papers; Working Paper ; No. 2005/217
Rochtain ar líne:	Full text available on IMF

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