How can the political risk premium on assets be quantified and accepted by the courts? How can the results aid in the litigation or settlement process?
Not knowing could prove extremely costly to your clients and represent a significant loss of revenue to your firm.
The PRS Group has the proven experience in demonstrating to judicial authorities the value-destruction of political risk, and estimating the asset discount.
Our proprietary data series of over 140 countries extends to the early 1980s, and has been independently assessed for accuracy. Our data is consistently used by some of the world’s leading asset managers, multinational firms, academics, and by researchers at the IMF.
Our country and political risk analysts are noted authorities in the field and our global finance professionals are tenured professors who have consulted widely for multinational firms and governments.
As 2016 draws to a close, The PRS Group is closely monitoring developments affecting China’s foreign reserves and conversion policy – two items that form significant components
“PRS projections have been tested against foreign investor losses due to political reasons (using loss-claim data supplied by OPIC) and found to be the “most reliable.” Indeed, the “PRS model…”
L.D.Howell and B. Chaddick