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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Nhiều tác giả của công ty: Organisation for Economic Co-operation and Development, ProQuest (Firm)
Định dạng: Điện tử eBook
Ngôn ngữ:Tiếng Anh
Được phát hành: Paris : OECD, c2005.
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Mục lục:
  • pt. 1. Introductory overview and analytical framework. Introduction to advances in risk management of government debt / by Hans Blommestein
  • Overview of risk management practices in OECD countries / by Hans Blommestein
  • Analytical framework for debt and risk management / by Lars Risbjerg and Anders Holmlund
  • pt. 2. Recent developments in managing market risk, operational risk and contigent liability risk. Recent developments in the management of market risk / by Ove Sten Jensen and Lars Risbjerg
  • Management of operational risk by sovereign debt management agencies / by Peter McCray
  • Explicit contigent liabilities in debt management
  • pt. 3. Risk management practices in selected OECD debt markets. Risk management of government debt in Austria / by Paul A. Kocher and Gerald Nebenfuhr
  • Risk management of government debt in Belgium / by Jean Deboutte ad Bruno Debergh
  • Managing risks in Canada's debt and foreign reserves / by Pierre Gilbert, Zar Chi Tin and Mark Zelmer
  • Risk management of government debt in Denmark / by Lars Risbjerg
  • Risk management of government debt in Finland / by John Rogers
  • Risk management of government debt in France / by Bertrand de Mazieres and Benoit Coeure
  • Risk management of government debt in Portuga l / by Rita Granger
  • Risk management of government debt in Sweden / by Per-Olof Jonsson
  • Risk management of government debt in the United Kingdom / by Toby Davies
  • Risk management of government debt in the Czech Republic / by Peter Pavelek
  • Risk management of government debt in Poland / by Arkadiusz Kaminski and Marek Szczerbak.