Country risk premiums
Explore country and market risk estimates, sovereign ratings, default spreads and equity risk premiums from Damodaran.
178 of 178 records · Page 1 of 8
Exports include all 178 matching records across every page.
| Country / market | Rating | Default spread | Country risk premium | Equity risk premium | Corporate tax | Sovereign CDS | ERP from CDS | Source |
|---|---|---|---|---|---|---|---|---|
Abu DhabiJanuary 5, 2026 | Aa2 | 0.42% | 0.64% | 4.87% | 9.00% | 0.46% | 4.93% | pages.stern.nyu.edu |
AlbaniaJanuary 5, 2026 | Ba3 | 3.06% | 4.66% | 8.89% | 15.00% | — | — | pages.stern.nyu.edu |
AlgeriaJanuary 5, 2026 | NR | 3.83% | 5.83% | 10.06% | 10.07% | — | — | pages.stern.nyu.edu |
Andorra (Principality of)January 5, 2026 | Baa1 | 1.36% | 2.07% | 6.30% | 10.00% | — | — | pages.stern.nyu.edu |
AngolaJanuary 5, 2026 | B3 | 5.52% | 8.41% | 12.64% | 25.00% | 6.10% | 13.50% | pages.stern.nyu.edu |
ArgentinaJanuary 5, 2026 | Caa1 | 6.37% | 9.71% | 13.94% | 35.00% | — | — | pages.stern.nyu.edu |
ArmeniaJanuary 5, 2026 | Ba3 | 3.06% | 4.66% | 8.89% | 18.00% | — | — | pages.stern.nyu.edu |
ArubaJanuary 5, 2026 | Baa3 | 1.87% | 2.85% | 7.08% | 22.00% | — | — | pages.stern.nyu.edu |
AustraliaJanuary 5, 2026 | Aaa | 0.00% | 0.00% | 4.23% | 30.00% | 0.05% | 4.31% | pages.stern.nyu.edu |
AustriaJanuary 5, 2026 | Aa1 | 0.23% | 0.36% | 4.59% | 23.00% | 0.14% | 4.44% | pages.stern.nyu.edu |
AzerbaijanJanuary 5, 2026 | Baa3 | 1.87% | 2.85% | 7.08% | 20.00% | — | — | pages.stern.nyu.edu |
BahamasJanuary 5, 2026 | B1 | 3.83% | 5.83% | 10.06% | 0.00% | — | — | pages.stern.nyu.edu |
BahrainJanuary 5, 2026 | B2 | 4.67% | 7.12% | 11.35% | 0.00% | 2.33% | 7.77% | pages.stern.nyu.edu |
BangladeshJanuary 5, 2026 | B2 | 4.67% | 7.12% | 11.35% | 27.50% | — | — | pages.stern.nyu.edu |
BarbadosJanuary 5, 2026 | B2 | 4.67% | 7.12% | 11.35% | 9.00% | — | — | pages.stern.nyu.edu |
BelarusJanuary 5, 2026 | C | 17.50% | 26.66% | 30.89% | 25.00% | — | — | pages.stern.nyu.edu |
BelgiumJanuary 5, 2026 | Aa3 | 0.51% | 0.78% | 5.01% | 25.00% | 0.26% | 4.63% | pages.stern.nyu.edu |
BelizeJanuary 5, 2026 | Caa1 | 6.37% | 9.71% | 13.94% | 0.00% | — | — | pages.stern.nyu.edu |
BeninJanuary 5, 2026 | B1 | 3.83% | 5.83% | 10.06% | 30.00% | — | — | pages.stern.nyu.edu |
BermudaJanuary 5, 2026 | A2 | 0.72% | 1.10% | 5.33% | 0.00% | — | — | pages.stern.nyu.edu |
BoliviaJanuary 5, 2026 | Ca | 10.20% | 15.54% | 19.77% | 25.00% | — | — | pages.stern.nyu.edu |
Bosnia and HerzegovinaJanuary 5, 2026 | B3 | 5.52% | 8.41% | 12.64% | 10.00% | — | — | pages.stern.nyu.edu |
BotswanaJanuary 5, 2026 | Baa1 | 1.36% | 2.07% | 6.30% | 22.00% | — | — | pages.stern.nyu.edu |
BrazilJanuary 5, 2026 | Ba1 | 2.13% | 3.24% | 7.47% | 34.00% | 2.21% | 7.59% | pages.stern.nyu.edu |
Published table dated 5 January 2026; this is a snapshot. Country risk premium is the additional equity premium; total equity risk premium is shown separately. Ratings, spreads and tax rates are publisher inputs or estimates. CDS coverage is incomplete. NR means not rated; missing values are shown as a dash. Source dataset · Aswath Damodaran · NYU Stern · Local preview.
