#7833. Using the European Commission country recommendations to predict sovereign ratings: A topic modeling approach

July 2026publication date
Proposal available till 27-05-2025
4 total number of authors per manuscript0 $

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Journal’s subject area:
Engineering (all);
Computer Science Applications;
Artificial Intelligence;
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Abstract:
This paper examines the role of textual and unstructured data in the credit risk assessment of sovereigns. Specifically, in this paper, a novel approach to understand and predict sovereign ratings is proposed. For that purpose, information embedded in the annual country reports issued by the European Commission is used.
Keywords:
Country risk; Credit ratings; Doc2vec; European countries

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