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Country Default Spreads and Risk Premiums
Country Risk Premiums Data provides a comprehensive table of bond ratings and default spreads for different countries, updated January 5, 2026, with methodology for estimating equity risk premiums using default spreads, sovereign CDS spreads, and relative equity market volatility. The analysis includes calculations for mature market ERPs and country-specific adjustments to derive total equity risk premiums for investment valuation purposes.
Built for AI agentsACO · 3078 tokens
Summary
Country Risk Premiums Data provides a comprehensive table of bond ratings and default spreads for different countries, updated January 5, 2026, with methodology for estimating equity risk premiums using default spreads, sovereign CDS spreads, and relative equity market volatility. The analysis includes calculations for mature market ERPs and country-specific adjustments to derive total equity risk premiums for investment valuation purposes.
Tags
country-risk · equity-risk-premium · default-spreads · sovereign-ratings · financial-analysis
Key entities
Aswath Damodaran (person, 0.95) · Moody's (organization, 0.99) · S&P (Standard & Poor's) (organization, 0.99) · CDS spreads (technology, 0.95) · equity-risk-premium (concept, 0.99) · country-default-spread (concept, 0.98) · United States (location, 0.95) · NYU Stern School of Business (organization, 0.9)
Classification
reference · language en · status final
Provenance
claude-haiku-4-5 via @stacklist/be@0.1.0, confidence 0.85, 13 May 2026