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Template:ERPs by country

Template Discussion
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%
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