Sovereign data

[PMFI]

Hello,

I'm working on a sovereign risk model but I have some data issues.
Where would you advise to get data on foreign AND local currency denominated debt of countries ? of course the higher frequency is better
(i have access to bloomberg, datastream...)

 

[Ken Abbott]

I'd look at sovereign CDS spreads on Bloomberg. GCDS <Go>.

 

[PMFI]

Ok thanks.
I should have made my question more precise.
I want to build my own risk indicators with a model whose inputs are the amount of liabilities of the country in local currency, the amount of liabilities of the country in foreign currency. I also need to differentiate between the short term and the long term foreign currency denominated liabilities (like Moody's-KMV distress barrier for corporates debt)

I have some trouble to find those. With datastream, I find a lot of monthly data which seem appropriate but i cant choose in this jungle, I dont see the details and differences between the different sets of data (provided by world bank, fmi, national banks or institutes...)
On Bloomberg, I only find it for some countries, and only net debt (I need gross debt)
And if I type "name of a country" Corp <go>, I observe some bonds but i dont observe local currency debt.

Thanks