Assessing and Managing Cross‐Border Risks

Roy C. Smith and Ingo Walter

in Global Banking

Second edition

Published in print May 2003 | ISBN: 9780195134360
Published online November 2003 | e-ISBN: 9780199833009 | DOI:
Assessing and Managing Cross‐Border Risks

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Examines the subclass of risk‐management problems faced by bank lenders known as “country risk,” which arises from the possibility that events in a sovereign country may affect the ability of a borrower to repay a loan, or the value of assets held as security for repayment. Analyzes (1) the mathematical task of modeling country risk factors, so as to provide banks with some form of assessment mechanism whereby to reduce risk exposure and (2) the conceptual task of linking such assessments with loan pricing decisions.

Keywords: country risk; risk exposure; risk management

Chapter.  15913 words.  Illustrated.

Subjects: Financial Markets

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