Template:ERPs by country: Difference between revisions
Created page with "{| class="wikitable sortable" !Country !Africa !Moody's rating !Rating-based Default Spread !Total Equity Risk Premium !Country Risk Premium !Sovereign CDS, net of US !Total Equity Risk Premium2 !Country Risk Premium3 |- |Abu Dhabi |Middle East |Aa2 |0.42% |4.73% |0.49% |0.58% |4.91% |0.67% |- |Albania |Eastern Europe & Russia |B1 |3.83% |8.69% |4.45% |NA |NA |NA |- |Andorra (Principality of) |Western Europe |Baa2 |1.62% |6.12% |1.88% |NA |NA |NA |- |Angola |Africa |B3..." |
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Latest revision as of 23:05, 9 October 2022
| Country | Africa | Moody's rating | Rating-based Default Spread | Total Equity Risk Premium | Country Risk Premium | Sovereign CDS, net of US | Total Equity Risk Premium2 | Country Risk Premium3 |
|---|---|---|---|---|---|---|---|---|
| Abu Dhabi | Middle East | Aa2 | 0.42% | 4.73% | 0.49% | 0.58% | 4.91% | 0.67% |
| Albania | Eastern Europe & Russia | B1 | 3.83% | 8.69% | 4.45% | NA | NA | NA |
| Andorra (Principality of) | Western Europe | Baa2 | 1.62% | 6.12% | 1.88% | NA | NA | NA |
| Angola | Africa | B3 | 5.53% | 10.67% | 6.43% | 5.75% | 10.92% | 6.68% |
| Argentina | Central and South America | Ca | 10.21% | 16.11% | 11.87% | 23.13% | 31.12% | 26.88% |
| Armenia | Eastern Europe & Russia | Ba3 | 3.06% | 7.80% | 3.56% | NA | NA | NA |
| Aruba | Caribbean | Baa2 | 1.62% | 6.12% | 1.88% | NA | NA | NA |
| Australia | Australia & New Zealand | Aaa | 0.00% | 4.24% | 0.00% | 0.04% | 4.29% | 0.05% |
| Austria | Western Europe | Aa1 | 0.34% | 4.63% | 0.39% | 0.00% | 4.24% | 0.00% |
| Azerbaijan | Eastern Europe & Russia | Ba2 | 2.56% | 7.21% | 2.97% | NA | NA | NA |
| Bahamas | Caribbean | Ba3 | 3.06% | 7.80% | 3.56% | NA | NA | NA |
| Bahrain | Middle East | B2 | 4.68% | 9.68% | 5.44% | 3.21% | 7.97% | 3.73% |
| Bangladesh | Asia | Ba3 | 3.06% | 7.80% | 3.56% | NA | NA | NA |
| Barbados | Caribbean | Caa1 | 6.38% | 11.65% | 7.41% | NA | NA | NA |
| Belarus | Eastern Europe & Russia | B3 | 5.53% | 10.67% | 6.43% | NA | NA | NA |
| Belgium | Western Europe | Aa3 | 0.51% | 4.84% | 0.60% | 0.02% | 4.26% | 0.02% |
| Belize | Central and South America | Caa3 | 8.51% | 14.13% | 9.89% | NA | NA | NA |
| Benin | Africa | B1 | 3.83% | 8.69% | 4.45% | NA | NA | NA |
| Bermuda | Caribbean | A2 | 0.72% | 5.08% | 0.84% | NA | NA | NA |
| Bolivia | Central and South America | B2 | 4.68% | 9.68% | 5.44% | NA | NA | NA |
| Bosnia and Herzegovina | Eastern Europe & Russia | B3 | 5.53% | 10.67% | 6.43% | NA | NA | NA |
| Botswana | Africa | A3 | 1.02% | 5.43% | 1.19% | NA | NA | NA |
| Brazil | Central and South America | Ba2 | 2.56% | 7.21% | 2.97% | 2.72% | 7.40% | 3.16% |
| Bulgaria | Eastern Europe & Russia | Baa1 | 1.36% | 5.82% | 1.58% | 0.62% | 4.96% | 0.72% |
| Burkina Faso | Africa | B2 | 4.68% | 9.68% | 5.44% | NA | NA | NA |
| Cambodia | Asia | B2 | 4.68% | 9.68% | 5.44% | NA | NA | NA |
| Cameroon | Africa | B2 | 4.68% | 9.68% | 5.44% | 3.37% | 8.16% | 3.92% |
| Canada | North America | Aaa | 0.00% | 4.24% | 0.00% | 0.09% | 4.34% | 0.10% |
| Cape Verde | Africa | B3 | 5.53% | 10.67% | 6.43% | NA | NA | NA |
| Cayman Islands | Caribbean | Aa3 | 0.51% | 4.84% | 0.60% | NA | NA | NA |
| Chile | Central and South America | A1 | 0.60% | 4.94% | 0.70% | 1.06% | 5.47% | 1.23% |
| China | Asia | A1 | 0.60% | 4.94% | 0.70% | 0.55% | 4.88% | 0.64% |
| Colombia | Central and South America | Baa2 | 1.62% | 6.12% | 1.88% | 2.58% | 7.24% | 3.00% |
| Congo (Democratic Republic of) | Africa | Caa1 | 6.38% | 11.65% | 7.41% | NA | NA | NA |
| Congo (Republic of) | Africa | Caa2 | 7.66% | 13.14% | 8.90% | NA | NA | NA |
| Cook Islands | Australia & New Zealand | B1 | 3.83% | 8.69% | 4.45% | NA | NA | NA |
| Costa Rica | Central and South America | B2 | 4.68% | 9.68% | 5.44% | 3.73% | 8.58% | 4.34% |
| Côte d'Ivoire | Africa | Ba3 | 3.06% | 7.80% | 3.56% | NA | NA | NA |
| Croatia | Eastern Europe & Russia | Ba1 | 2.13% | 6.71% | 2.47% | 0.92% | 5.31% | 1.07% |
| Cuba | Caribbean | Ca | 10.21% | 16.11% | 11.87% | NA | NA | NA |
| Curacao | Caribbean | Baa2 | 1.62% | 6.12% | 1.88% | NA | NA | NA |
| Cyprus | Western Europe | Ba1 | 2.13% | 6.71% | 2.47% | 0.55% | 4.88% | 0.64% |
| Czech Republic | Eastern Europe & Russia | Aa3 | 0.51% | 4.84% | 0.60% | 0.28% | 4.57% | 0.33% |
| Denmark | Western Europe | Aaa | 0.00% | 4.24% | 0.00% | 0.00% | 4.24% | 0.00% |
| Dominican Republic | Caribbean | Ba3 | 3.06% | 7.80% | 3.56% | NA | NA | NA |
| Ecuador | Central and South America | Caa3 | 8.51% | 14.13% | 9.89% | 7.38% | 12.82% | 8.58% |
| Egypt | Africa | B2 | 4.68% | 9.68% | 5.44% | 5.55% | 10.69% | 6.45% |
| El Salvador | Central and South America | Caa1 | 6.38% | 11.65% | 7.41% | 18.14% | 25.32% | 21.08% |
| Estonia | Eastern Europe & Russia | A1 | 0.60% | 4.94% | 0.70% | 0.66% | 5.01% | 0.77% |
| Ethiopia | Africa | Caa2 | 7.66% | 13.14% | 8.90% | 20.21% | 27.73% | 23.49% |
| Fiji | Asia | B1 | 3.83% | 8.69% | 4.45% | NA | NA | NA |
| Finland | Western Europe | Aa1 | 0.34% | 4.63% | 0.39% | 0.01% | 4.25% | 0.01% |
| France | Western Europe | Aa2 | 0.42% | 4.73% | 0.49% | 0.15% | 4.41% | 0.17% |
| Gabon | Africa | Caa1 | 6.38% | 11.65% | 7.41% | NA | NA | NA |
| Georgia | Eastern Europe & Russia | Ba2 | 2.56% | 7.21% | 2.97% | NA | NA | NA |
| Germany | Western Europe | Aaa | 0.00% | 4.24% | 0.00% | 0.00% | 4.24% | 0.00% |
| Ghana | Africa | B3 | 5.53% | 10.67% | 6.43% | NA | NA | NA |
| Greece | Western Europe | Ba3 | 3.06% | 7.80% | 3.56% | 1.50% | 5.98% | 1.74% |
| Guatemala | Central and South America | Ba1 | 2.13% | 6.71% | 2.47% | NA | NA | NA |
| Guernsey (States of) | Western Europe | Aa3 | 0.51% | 4.84% | 0.60% | NA | NA | NA |
| Honduras | Central and South America | B1 | 3.83% | 8.69% | 4.45% | NA | NA | NA |
| Hong Kong | Asia | Aa3 | 0.51% | 4.84% | 0.60% | 0.22% | 4.50% | 0.26% |
| Hungary | Eastern Europe & Russia | Baa2 | 1.62% | 6.12% | 1.88% | 0.50% | 4.82% | 0.58% |
| Iceland | Western Europe | A2 | 0.72% | 5.08% | 0.84% | 0.54% | 4.87% | 0.63% |
| India | Asia | Baa3 | 1.87% | 6.42% | 2.18% | 1.25% | 5.69% | 1.45% |
| Indonesia | Asia | Baa2 | 1.62% | 6.12% | 1.88% | 1.17% | 5.60% | 1.36% |
| Iraq | Middle East | Caa1 | 6.38% | 11.65% | 7.41% | 5.44% | 10.56% | 6.32% |
| Ireland | Western Europe | A2 | 0.72% | 5.08% | 0.84% | 0.08% | 4.33% | 0.09% |
| Isle of Man | Western Europe | Aa3 | 0.51% | 4.84% | 0.60% | NA | NA | NA |
| Israel | Middle East | A1 | 0.60% | 4.94% | 0.70% | 0.53% | 4.86% | 0.62% |
| Italy | Western Europe | Baa3 | 1.87% | 6.42% | 2.18% | 1.22% | 5.66% | 1.42% |
| Jamaica | Caribbean | B2 | 4.68% | 9.68% | 5.44% | NA | NA | NA |
| Japan | Asia | A1 | 0.60% | 4.94% | 0.70% | 0.14% | 4.40% | 0.16% |
| Jersey (States of) | Western Europe | Aaa | 0.00% | 4.24% | 0.00% | NA | NA | NA |
| Jordan | Middle East | B1 | 3.83% | 8.69% | 4.45% | NA | NA | NA |
| Kazakhstan | Eastern Europe & Russia | Baa2 | 1.62% | 6.12% | 1.88% | 0.80% | 5.17% | 0.93% |
| Kenya | Africa | B2 | 4.68% | 9.68% | 5.44% | 4.25% | 9.18% | 4.94% |
| Korea | Asia | Aa2 | 0.42% | 4.73% | 0.49% | 0.16% | 4.43% | 0.19% |
| Kuwait | Middle East | A1 | 0.60% | 4.94% | 0.70% | 0.67% | 5.02% | 0.78% |
| Kyrgyzstan | Eastern Europe & Russia | B2 | 4.68% | 9.68% | 5.44% | NA | NA | NA |
| Laos | Asia | Caa2 | 7.66% | 13.14% | 8.90% | NA | NA | NA |
| Latvia | Eastern Europe & Russia | A3 | 1.02% | 5.43% | 1.19% | 0.55% | 4.88% | 0.64% |
| Lebanon | Middle East | C | 17.50% | 24.58% | 20.34% | NA | NA | NA |
| Liechtenstein | Western Europe | Aaa | 0.00% | 4.24% | 0.00% | NA | NA | NA |
| Lithuania | Eastern Europe & Russia | A2 | 0.72% | 5.08% | 0.84% | 0.60% | 4.94% | 0.70% |
| Luxembourg | Western Europe | Aaa | 0.00% | 4.24% | 0.00% | NA | NA | NA |
| Macao | Asia | Aa3 | 0.51% | 4.84% | 0.60% | NA | NA | NA |
| Macedonia | Eastern Europe & Russia | Ba3 | 3.06% | 7.80% | 3.56% | NA | NA | NA |
| Malaysia | Asia | A3 | 1.02% | 5.43% | 1.19% | 0.62% | 4.96% | 0.72% |
| Maldives | Asia | Caa1 | 6.38% | 11.65% | 7.41% | NA | NA | NA |
| Mali | Africa | Caa1 | 6.38% | 11.65% | 7.41% | NA | NA | NA |
| Malta | Western Europe | A2 | 0.72% | 5.08% | 0.84% | NA | NA | NA |
| Mauritius | Africa | Baa2 | 1.62% | 6.12% | 1.88% | NA | NA | NA |
| Mexico | Central and South America | Baa1 | 1.36% | 5.82% | 1.58% | 1.39% | 5.86% | 1.62% |
| Moldova | Eastern Europe & Russia | B3 | 5.53% | 10.67% | 6.43% | NA | NA | NA |
| Mongolia | Asia | B3 | 5.53% | 10.67% | 6.43% | NA | NA | NA |
| Montenegro | Eastern Europe & Russia | B1 | 3.83% | 8.69% | 4.45% | NA | NA | NA |
| Montserrat | Caribbean | Baa3 | 1.87% | 6.42% | 2.18% | NA | NA | NA |
| Morocco | Africa | Ba1 | 2.13% | 6.71% | 2.47% | 1.13% | 5.55% | 1.31% |
| Mozambique | Africa | Caa2 | 7.66% | 13.14% | 8.90% | NA | NA | NA |
| Namibia | Africa | Ba3 | 3.06% | 7.80% | 3.56% | NA | NA | NA |
| Netherlands | Western Europe | Aaa | 0.00% | 4.24% | 0.00% | 0.00% | 4.24% | 0.00% |
| New Zealand | Australia & New Zealand | Aaa | 0.00% | 4.24% | 0.00% | 0.02% | 4.26% | 0.02% |
| Nicaragua | Central and South America | B3 | 5.53% | 10.67% | 6.43% | 4.17% | 9.09% | 4.85% |
| Niger | Africa | B3 | 5.53% | 10.67% | 6.43% | NA | NA | NA |
| Nigeria | Africa | B2 | 4.68% | 9.68% | 5.44% | 5.34% | 10.45% | 6.21% |
| Norway | Western Europe | Aaa | 0.00% | 4.24% | 0.00% | 0.00% | 4.24% | 0.00% |
| Oman | Middle East | Ba3 | 3.06% | 7.80% | 3.56% | 3.00% | 7.73% | 3.49% |
| Pakistan | Asia | B3 | 5.53% | 10.67% | 6.43% | 3.48% | 8.28% | 4.04% |
| Panama | Central and South America | Baa2 | 1.62% | 6.12% | 1.88% | 1.07% | 5.48% | 1.24% |
| Papua New Guinea | Asia | B2 | 4.68% | 9.68% | 5.44% | NA | NA | NA |
| Paraguay | Central and South America | Ba1 | 2.13% | 6.71% | 2.47% | NA | NA | NA |
| Peru | Central and South America | Baa1 | 1.36% | 5.82% | 1.58% | 1.12% | 5.54% | 1.30% |
| Philippines | Asia | Baa2 | 1.62% | 6.12% | 1.88% | 0.73% | 5.09% | 0.85% |
| Poland | Eastern Europe & Russia | A2 | 0.72% | 5.08% | 0.84% | 0.49% | 4.81% | 0.57% |
| Portugal | Western Europe | Baa2 | 1.62% | 6.12% | 1.88% | 0.37% | 4.67% | 0.43% |
| Qatar | Middle East | Aa3 | 0.51% | 4.84% | 0.60% | 0.55% | 4.88% | 0.64% |
| Ras Al Khaimah (Emirate of) | Middle East | A3 | 1.02% | 5.43% | 1.19% | NA | NA | NA |
| Romania | Eastern Europe & Russia | Baa3 | 1.87% | 6.42% | 2.18% | 1.05% | 5.46% | 1.22% |
| Russia | Eastern Europe & Russia | Baa3 | 1.87% | 6.42% | 2.18% | 1.51% | 6.00% | 1.76% |
| Rwanda | Africa | B2 | 4.68% | 9.68% | 5.44% | 3.17% | 7.92% | 3.68% |
| Saudi Arabia | Middle East | A1 | 0.60% | 4.94% | 0.70% | 0.69% | 5.04% | 0.80% |
| Senegal | Africa | Ba3 | 3.06% | 7.80% | 3.56% | 2.47% | 7.11% | 2.87% |
| Serbia | Eastern Europe & Russia | Ba2 | 2.56% | 7.21% | 2.97% | 1.18% | 5.61% | 1.37% |
| Sharjah | Middle East | Baa3 | 1.87% | 6.42% | 2.18% | NA | NA | NA |
| Singapore | Asia | Aaa | 0.00% | 4.24% | 0.00% | NA | NA | NA |
| Slovakia | Eastern Europe & Russia | A2 | 0.72% | 5.08% | 0.84% | 0.44% | 4.75% | 0.51% |
| Slovenia | Eastern Europe & Russia | A3 | 1.02% | 5.43% | 1.19% | 0.68% | 5.03% | 0.79% |
| Solomon Islands | Asia | Caa1 | 6.38% | 11.65% | 7.41% | NA | NA | NA |
| South Africa | Africa | Ba2 | 2.56% | 7.21% | 2.97% | 2.66% | 7.33% | 3.09% |
| Spain | Western Europe | Baa1 | 1.36% | 5.82% | 1.58% | 0.41% | 4.72% | 0.48% |
| Sri Lanka | Asia | Caa2 | 7.66% | 13.14% | 8.90% | 19.50% | 26.90% | 22.66% |
| St. Maarten | Caribbean | Ba2 | 2.56% | 7.21% | 2.97% | NA | NA | NA |
| St. Vincent & the Grenadines | Caribbean | B3 | 5.53% | 10.67% | 6.43% | NA | NA | NA |
| Suriname | Central and South America | Caa3 | 8.51% | 14.13% | 9.89% | NA | NA | NA |
| Swaziland | Africa | B3 | 5.53% | 10.67% | 6.43% | NA | NA | NA |
| Sweden | Western Europe | Aaa | 0.00% | 4.24% | 0.00% | 0.00% | 4.24% | 0.00% |
| Switzerland | Western Europe | Aaa | 0.00% | 4.24% | 0.00% | 0.00% | 4.24% | 0.00% |
| Taiwan | Asia | Aa3 | 0.51% | 4.84% | 0.60% | NA | NA | NA |
| Tajikistan | Eastern Europe & Russia | B3 | 5.53% | 10.67% | 6.43% | NA | NA | NA |
| Tanzania | Africa | B2 | 4.68% | 9.68% | 5.44% | NA | NA | NA |
| Thailand | Asia | Baa1 | 1.36% | 5.82% | 1.58% | 0.33% | 4.62% | 0.38% |
| Togo | Africa | B3 | 5.53% | 10.67% | 6.43% | NA | NA | NA |
| Trinidad and Tobago | Caribbean | Ba2 | 2.56% | 7.21% | 2.97% | NA | NA | NA |
| Tunisia | Africa | Caa1 | 6.38% | 11.65% | 7.41% | 8.63% | 14.27% | 10.03% |
| Turkey | Western Europe | B2 | 4.68% | 9.68% | 5.44% | 5.32% | 10.42% | 6.18% |
| Turks and Caicos Islands | Caribbean | Baa1 | 1.36% | 5.82% | 1.58% | NA | NA | NA |
| Uganda | Africa | B2 | 4.68% | 9.68% | 5.44% | NA | NA | NA |
| Ukraine | Eastern Europe & Russia | B3 | 5.53% | 10.67% | 6.43% | 5.98% | 11.19% | 6.95% |
| United Arab Emirates | Middle East | Aa2 | 0.42% | 4.73% | 0.49% | NA | NA | NA |
| United Kingdom | Western Europe | Aa3 | 0.51% | 4.84% | 0.60% | 0.00% | 4.24% | 0.00% |
| United States | North America | Aaa | 0.00% | 4.24% | 0.00% | 0.00% | 4.24% | 0.00% |
| Uruguay | Central and South America | Baa2 | 1.62% | 6.12% | 1.88% | 1.27% | 5.72% | 1.48% |
| Uzbekistan | Eastern Europe & Russia | B1 | 3.83% | 8.69% | 4.45% | NA | NA | NA |
| Venezuela | Central and South America | C | 17.50% | 24.58% | 20.34% | NA | NA | NA |
| Vietnam | Asia | Ba3 | 3.06% | 7.80% | 3.56% | 1.37% | 5.83% | 1.59% |
| Zambia | Africa | Ca | 10.21% | 16.11% | 11.87% | NA | NA | NA |
| Frontier Markets (no sovereign ratings) | ||||
| Country | PRS Composite Risk Score | Equity Risk Premium | Country Risk Premium | Default Spread |
|---|---|---|---|---|
| Algeria | 62.25 | 10.67% | 6.43% | 5.53% |
| Brunei | 79 | 5.08% | 0.84% | 0.72% |
| Gambia | 65.75 | 9.68% | 5.44% | 4.68% |
| Guinea | 57.5 | 13.14% | 8.90% | 7.66% |
| Guinea-Bissau | 62.75 | 10.67% | 6.43% | 5.53% |
| Guyana | 66.25 | 8.69% | 4.45% | 3.83% |
| Haiti | 56.25 | 14.13% | 9.89% | 8.51% |
| Iran | 63.75 | 10.67% | 6.43% | 5.53% |
| Korea, D.P.R. | 51.5 | 16.11% | 11.87% | 10.21% |
| Liberia | 59 | 13.14% | 8.90% | 7.66% |
| Libya | 66.25 | 8.69% | 4.45% | 3.83% |
| Madagascar | 63.5 | 10.67% | 6.43% | 5.53% |
| Malawi | 59.75 | 13.14% | 8.90% | 7.66% |
| Myanmar | 53 | 16.11% | 11.87% | 10.21% |
| Sierra Leone | 57 | 14.13% | 9.89% | 8.51% |
| Somalia | 51.5 | 16.11% | 11.87% | 10.21% |
| Sudan | 36.25 | 24.58% | 20.34% | 17.50% |
| Syria | 45.5 | 24.58% | 20.34% | 17.50% |
| Yemen, Republic | 52.75 | 16.11% | 11.87% | 10.21% |
| Zimbabwe | 61 | 11.65% | 7.41% | 6.38% |