Advances in risk management of government debt

Risk management has become an increasingly important tool for achieving strategic debt targets, and is now an integral part of a wider strategic debt management framework based on benchmarks in most jurisdictions. However, this study shows that the extent and sophistication of risk management vary w...

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Корпоративные авторы: Organisation for Economic Co-operation and Development, ProQuest (Firm)
Формат: Электронный ресурс eКнига
Язык:английский
Опубликовано: Paris : OECD, c2005.
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245 0 0 |a Advances in risk management of government debt  |h [electronic resource]. 
260 |a Paris :  |b OECD,  |c c2005. 
300 |a 281 p. :  |b ill. (some col.). 
504 |a Includes bibliographical references. 
505 2 0 |g pt. 1. Introductory overview and analytical framework.  |t Introduction to advances in risk management of government debt  |r / by Hans Blommestein --  |t Overview of risk management practices in OECD countries  |r / by Hans Blommestein --  |t Analytical framework for debt and risk management  |r / by Lars Risbjerg and Anders Holmlund  |g -- pt. 2. Recent developments in managing market risk, operational risk and contigent liability risk.  |t Recent developments in the management of market risk  |r / by Ove Sten Jensen and Lars Risbjerg --  |t Management of operational risk by sovereign debt management agencies  |r / by Peter McCray --  |t Explicit contigent liabilities in debt management  |g -- pt. 3. Risk management practices in selected OECD debt markets.  |t Risk management of government debt in Austria  |r / by Paul A. Kocher and Gerald Nebenfuhr --  |t Risk management of government debt in Belgium  |r / by Jean Deboutte ad Bruno Debergh --  |t Managing risks in Canada's debt and foreign reserves  |r / by Pierre Gilbert, Zar Chi Tin and Mark Zelmer --  |t Risk management of government debt in Denmark  |r / by Lars Risbjerg --  |t Risk management of government debt in Finland  |r / by John Rogers --  |t Risk management of government debt in France  |r / by Bertrand de Mazieres and Benoit Coeure --  |t Risk management of government debt in Portuga  |r l / by Rita Granger --  |t Risk management of government debt in Sweden  |r / by Per-Olof Jonsson --  |t Risk management of government debt in the United Kingdom  |r / by Toby Davies --  |t Risk management of government debt in the Czech Republic  |r / by Peter Pavelek --  |t Risk management of government debt in Poland / by Arkadiusz Kaminski and Marek Szczerbak. 
520 |a Risk management has become an increasingly important tool for achieving strategic debt targets, and is now an integral part of a wider strategic debt management framework based on benchmarks in most jurisdictions. However, this study shows that the extent and sophistication of risk management vary widely across countries. This study brings together a number of recent reports on best practices for managing market risk, credit risk, operational risk and contingent liability risk. It was prepared by a group of authors from the OECD Working Party on Public Debt Management, and includes case-studies of risk management practices in selected OECD debt markets.--Publisher's description. 
590 |a Electronic reproduction. Ann Arbor, MI : ProQuest, 2018. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries. 
650 0 |a Debts, Public  |z OECD countries. 
655 4 |a Electronic books. 
710 2 |a Organisation for Economic Co-operation and Development. 
710 2 |a ProQuest (Firm) 
797 2 |a ProQuest (Firm) 
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