Haugaard: Janus Henderson Model Explains 85% of Sovereign Rating Variation
Thomas Haugaard · Thomas Haugaard - Hard Currency Emerging Markets Debt at JHI (EP.356) · Dec 14, 2023 · at 23:39
Thomas Haugaard of Janus Henderson Investors details the quantitative framework his team uses to evaluate sovereign credit risk.
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“So we built a statistical model that identifies what explains ratings. It identifies around 85% of the entire variation.”
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