Development of comprehensive frameworks for managing country risk in international banking

Posted: Oct 02, 2018

• Prof. Chloe Dubois
• Prof. Chloe Gonzalez
• Prof. Chloe Mehta

Abstract

This research addresses the fundamental shortcomings of existing country risk management paradigms by developing a comprehensive computational framework that integrates quantum-inspired algorithms with advanced machine learning techniques. Our approach represents a departure from traditional methodologies by embracing complexity rather than simplifying it, acknowledging that country risk exists not as a singular metric but as a superposition of multiple potential states influenced by a vast array of economic, political, social, and environmental factors. The novelty of our framework lies in its ability to model these superposed risk states simultaneously, providing financial institutions with a more nuanced and forward-looking assessment of country risk.