Country Risk Premium

Corporate Finance Fundamentals · 4:37

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Lyrics

[Verse 1]
When you invest across the globe today
Some countries carry extra risk to weigh
Political upheaval, currency swings
Emerging markets bring uncertain things
Your cost of capital needs to adjust
Add a premium you can really trust

[Chorus]
Country Risk Premium, add it to the rate
CRP makes your calculations straight
Sovereign spread plus equity adjustment too
Political and economic risks coming through
CRP, CRP, don't forget to add
Country Risk Premium keeps your math on track

[Verse 2]
Start with the sovereign yield spread as your base
Government bonds show the risky case
Compare emerging market debt today
To safe developed market bond display
But equity needs more than sovereign debt
A volatility adjustment you won't forget

[Chorus]
Country Risk Premium, add it to the rate
CRP makes your calculations straight
Sovereign spread plus equity adjustment too
Political and economic risks coming through
CRP, CRP, don't forget to add
Country Risk Premium keeps your math on track

[Bridge]
Multiply the spread by sigma ratio
Equity vol over bond vol's the way to go
Political instability and legal systems weak
Currency devaluation makes investors seek
Higher returns to compensate the fear
Country Risk Premium makes it crystal clear

[Verse 3]
WACC and CAPM need this extra piece
Without CRP your valuations cease
To capture all the risks that lie ahead
In markets where uncertainty is widespread
Add it to your required rate of return
Country risk is something you must learn

[Chorus]
Country Risk Premium, add it to the rate
CRP makes your calculations straight
Sovereign spread plus equity adjustment too
Political and economic risks coming through
CRP, CRP, don't forget to add
Country Risk Premium keeps your math on track

[Outro]
Emerging markets, higher required return
Country Risk Premium, this is what you learn
CRP, CRP, always add the spread
Keep your valuations accurate ahead

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