Sovereign Credit Risk Scores

Augmented credit risk analysis with the systematic integration of ESG factors


Integrating risk & sustainability to drive sovereign investments

ESG risks have a material impact on sovereign solvency. Since 2013, Beyond Ratings has pioneered a new risk methodology assessment combining ESG factors and financial risk. Our analysis indicates that Beyond Ratings quarterly Credit Scores outperform financial ratings in anticipating changes in spreads, CDS and FX variations.

Key benefits

  • Integrate new risk factors

    • Our credit scores systematically integrate ESG into credit risk analysis 
    • Advanced indicators are available for sub-themes  
  • Increased correlation & prediction vs risk metrics

    • Investors can benefit from higher correlation with five-year CDS, FX-rate evolution and yields 
  • Anticipate financial ratings

    • The outputs of our advanced quantitative scoring model can be used to anticipate changes in financial ratings
    • This allows you to optimize your country and sovereign risk exposure 

BR Platform

Manage & identify opportunities within your investment
portfolio all in one place. Access our proprietary
data on credit risk, ESG, and climate,
and monitor your portfolio's exposure

Service features & coverage

Investors can access our data on our platform and read our comprehensive country reports. Covering 146 sovereign issuers, our database of scores and sub-scores for each pillar goes back to 2000 and is updated quarterly

Scorecards available for 110 countries provide fundamental and benchmark analysis. Peer analysis based on geographic and/or financial rating group along with KPI illustration by sub-pillar provide additional insights.

Our methodology

Based on an advanced quantitative methodology leveraging 78 indicators for 146 countries, the Sovereign Risk Monitor offers an augmented assessment of the sovereign credit risk. This risk framework assessment methodology combines traditional macro-financial analysis with the integration of ESG factors that present material risk to sovereign solvency. Calibrated and back-tested since 2000, this exclusive quantitative model has demonstrateed a high correlation to financial market data (5yrs CDS, 2yrs & 10 years yield, FX).

Contact us

+33 (0)9 86 27 57 57