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Risk Quantification: Country Risk Management

Turning qualitative country risk information into quantitative risk analysis and scores

What makes our risk scoring second to none in the business? It’s the combination of our team of analysts and our rigorous methodology allowing us to provide granular, comparative risk scores across a wide spectrum of risk categories. Our country-level risk scores cover 211 countries and territories and measure likelihood and severity on a relative scale.
Learn more about our country risk scores: Country Risk Management frequently asked questions

Our risk scores are used extensively by teams working on

Designing and Creating Risk Scores

Our risk scores are maintained by a central team responsible for ensuring a consistent methodology across indices. All scoring is guided by clear indicator-led instruction, considered by expert analysts. proposed scores are audited by regional and thematic experts before being finalized.

Our four-step process

Data
  • Two million analyst-curated incident and indicator events
  • Blending of all-source intelligence inputs
Analysis
  • Review by dedicated specialized teams: Country, security, and terrorism experts
  • Indicator-led analysis
  • Challenge and review by senior auditors
Forecasting
  • Test hypotheses
  • Model risk through multiple geospatial input layers
  • Relate risks to special client interests
  • Geo risk metrics and monitoring
  • Scenario modelling
Quantified Coding
  • Translate qualitative forecasts into numerical scores
  • Central guidance and audit to ensure global comparability
  • Dedicated Risk Center to maintain global consistency

Turning Qualitative Information into Quantifiable Data

We specialize in the scoring, quantifying and modeling of typically qualitative information. The risk scoring system contains more than 40 unique measures of sovereign-level risk across more than 200 countries with a history of at least 10 years. Using innovative techniques and a codified approach, the risk quantification practice provides clients with economic and country risk inputs for risk modeling, pricing, valuations, and investment evaluations.

Our risk quantification team is responsible for the methodology, production and calibration of scores, models, and quantified inputs, including:

Experts

Alexia Ash

Ms. Ash is a quantification expert within the country risk team. She is experienced at using methods including risk indexing, stochastic processes, Bayesian modelling, and regression analysis. She was on the development team for Every Point on the Planet (EPOP), IHS Markit's flagship country risk mapping tool. She has worked on projects for private sector clients to provide probabilistic modelling of terrorist attacks by specific location and time frame; to design methodology to identify percentage probabilities for scenarios affecting food and water security in the Middle East; and to model the impact of economics and country risk on asset investments. Ms. Ash holds a Bachelor of Arts in mathematics, as well as a Bachelor of Arts in political science from the University of Florida in the United States, and Master of Science in global political economy from the London School of Economics (LSE), United Kingdom.

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Justin Valentino

In his current role, Justin works on methodological development and inputs for the country risk investment model and creates new indices and innovative risk solutions. He works closely with financial markets, corporate security and insurance clients in advising how to integrate risk scores into credit risk and geopolitical evaluation models and provides custom scoring solutions. Prior to joining IHS Markit, Justin was a researcher at The Mosakowski Institute for Public Enterprise performing database creation and geospatial. He holds an M.S. in Economics from Clark University in Worcester, Massachusetts. His specialization was in development economics and spatial econometrics with a focus on the economics of conflict in the Maghreb and Sub-Saharan Africa.

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Keerti Rajan

The Integrated Research team works with our experts to combine proprietary data and insights from across economics, country risk, and industry teams to create holistic, forward-looking analysis that helps our clients make effective business decisions. Keerti has previously led the Asia-Pacific desk and the Political Risk desk for our Country Risk team where he was responsible for the global calibration of political and business risks and development of the Country Risk team's methodology. Before joining IHS Markit, he assessed systemic credit and liquidity risks to UK financial stability for the Bank of England; built stochastic models to forecast capital adequacy for financial companies at Moore Stephens Consulting; and worked in RBS's equity derivatives business. Keerti earned a Ph.D. in political economy at the University of Cambridge with a thesis on the social epidemiology of income inequality in India. His previous academic work compared Indonesia and Malaysia during the Asian Financial Crisis.

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