SRSK - The Bloomberg Sovereign Risk Model

SSRN Electronic Journal（2020）

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摘要

The Bloomberg sovereign risk function (SRSK) provides quantitative estimates of a sovereign entity's default probability (DP) term structure. The SRSK model was last updated in June 2017. This year we have reviewed and revised the model. This white paper documents the newly updated DP model and analyzes its performance.

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srsk,risk

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