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Introduction

Credit default prediction for sovereign entities is a critical area of research that has gained significant attention in recent years. Sovereign default risk refers to the likelihood that a country will fail to meet its debt obligations. In the wake of the recent global financial crisis, the need to accurately predict sovereign default risk has become increasingly important for investors, policymakers, and international financial institutions.

This thesis aims to contribute to the existing literature on credit default prediction for sovereign entities by exploring a range of factors that may influence a country’s likelihood of defaulting on its debt. By analyzing the political, economic, and social determinants of sovereign default risk, this study seeks to develop a predictive model that can help investors and policymakers make more informed decisions regarding sovereign debt investments and policy interventions.

Chapter 1: Introduction
1.1 Introduction
1.2 Background of study
1.3 Problem Statement
1.4 Objective of Study
1.5 Limitation of Study
1.6 Scope of Study
1.7 Significance of Study
1.8 Structure of the Thesis
1.9 Definition of Terms

Chapter 2: Literature Review
2.1 Overview of Sovereign Default Risk
2.2 Factors Influencing Sovereign Default Risk
2.3 Empirical Studies on Sovereign Default Prediction
2.4 Credit Rating Agencies and Sovereign Debt
2.5 Market-Based Measures of Sovereign Default Risk
2.6 Policy Implications of Sovereign Default
2.7 Theoretical Frameworks for Sovereign Default Prediction
2.8 Data Sources and Methodologies in Sovereign Default Prediction
2.9 Comparative Analysis of Sovereign Default Prediction Models
2.10 Recent Trends in Sovereign Default Prediction Research

Chapter 3: Research Methodology
3.1 Research Design
3.2 Data Collection
3.3 Variable Selection
3.4 Model Specification
3.5 Empirical Analysis
3.6 Validation Techniques
3.7 Sensitivity Analysis
3.8 Ethical Considerations

Chapter 4: Discussion of Findings
4.1 Descriptive Analysis of Sovereign Default Risk
4.2 Model Results and Interpretation
4.3 Robustness Checks
4.4 Implications for Investors and Policymakers
4.5 Comparison with Existing Models
4.6 Limitations and Future Directions
4.7 Policy Recommendations
4.8 Conclusion and Summary

Chapter 5: Conclusion and Summary
5.1 Summary of Findings
5.2 Contributions to Existing Literature
5.3 Implications for Practice and Policy
5.4 Limitations of the Study
5.5 Recommendations for Future Research
5.6 Conclusion

Thesis Overview

The objective of this thesis is to analyze credit default prediction for sovereign entities, focusing on the political, economic, and social determinants of sovereign default risk. The research will involve a comprehensive literature review to identify the key factors influencing sovereign default risk, followed by an empirical analysis using a range of data sources and methodological approaches. The study will also include a discussion of the implications of the findings for investors, policymakers, and international financial institutions.

Overall, this thesis aims to contribute to the understanding of credit default prediction for sovereign entities and provide valuable insights for decision-makers in the financial and public sectors. By developing a predictive model that incorporates a range of determinants of sovereign default risk, this research will help improve the accuracy of sovereign default predictions and enhance the ability of investors and policymakers to mitigate the risks associated with sovereign debt investments.

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