The ICRG is a proven early warning system
International Country Risk Guide (ICRG) is the world’s most predictive geopolitical quant-driven risk data and forecasting series. ICRG covers more than 141 developed, emerging, frontier markets and offshore banking centers.
The geopolitical risk series resorts to weighted metrics to evaluate, score and rank countries according to political, economic and financial risks. The composite score is derived from benchmarking against ICRG’s 32 risk types for each country.
The ICRG methodology integrates political and financial risks variables such as real GDP growth, inflation, fiscal account balances, external debt, liquidity sufficiency and currency stability.
Key Features
- Risk data dating 1984 – present
- Covers 141 countries
- Monthly updates
- Predictive capacity of future risk events
- Independent back-testing for accuracy
- 5-year horizon statistical regime scenario
- Over 2 million risk data points (100,000 added annually)
- Yield trading insights
- Allocate country exposure based on equity market returns
- Transparency International (TI) corruption scores
The product monthly updates of country-specific risk analysis and ratings. ICRG’s statistical tables assign values to the over 30 indicators underlying PRS’s business-orientated model for quantifying risk associated with currency depreciation, political leadership, military threat and corruption.
Data points
Comprising of over two million risk data points (with 100,000 data points added annually).
