PIIGS - Modelling Credit Risky Sovereign Bonds
29th March 2010 - Barrie & Hibbert has developed different methods to model sovereign debt spreads in our ESG, and can now offer a range of solutions to decompose these spreads in line with client requirements.
We have seen a significant widening of sovereign spreads between member states of the European Monetary Union (EMU) particularly Portugal, Ireland, Italy, Greece and Spain (collectively known as PIIGS).
The presence of these widening spreads can present a number of different modelling challenges to our clients, and in response to this, Barrie & Hibbert has developed different methods to model sovereign debt spreads in our ESG, and can now offer a range of solutions to decompose these spreads in line with your requirements.
How country debts and budget deficits compare
To find out how we can help, please contact your account manager for further information on the different methods we have developed.
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