| Author | Carlos, Espinal G. |
| Call Number | AIT Thesis no. IE-87-01 |
| Subject(s) | Risk--Mathematical models
|
| Note | A thesis report submitted in partial fulfillment of t he requirements for the degree of Master of Engineering, School of Engineering and Technology |
| Publisher | Asian Institute of Technology |
| Series Statement | Thesis ; no. IE-87-01 |
| Abstract | Country risk analysis is one of the most important analytical
tools used by private lending institutions and investors in determining
the creditworthiness of a particular country. Banks use country risk
analysis to enable them to outperform the market, to remain or become a
leading institution in the industry and to evaluate risk exposures. A
risk level for a particular country will be determined, from a set of
selected countries, using a weighted additive model where the independent
attributes are obtained from the socio-economic data of such countries.
The purpose of this research work is to discuss international
creditworthiness evaluation systems and to develop a dynamic mathematical
model for country risk analysis based on past performance and estimations
of key socio-economic ratios in selected countries, the model developed
is applied to a selected set of countries to make an assessment of the
individual risk levels.
|
| Year | 1987 |
| Corresponding Series Added Entry | Asian Institute of Technology. Thesis ; no. IE-87-01 |
| Type | Thesis |
| School | School of Engineering and Technology |
| Department | Other Field of Studies (No Department) |
| Academic Program/FoS | Industrial Engineering (IE) |
| Chairperson(s) | Tang, John C.S.; |
| Examination Committee(s) | Oudheusden, Dirk L. van ;Tabucanon, Mario T. ; |
| Degree | Thesis (M.Eng.) - Asian Institute of Technology, 1987 |