Advances in risk management of government debt
Advances in risk management of government debt [electronic resource].
- Paris : OECD, c2005.
- 281 p. : ill. (some col.).
Includes bibliographical references.
Introduction to advances in risk management of government debt Overview of risk management practices in OECD countries Analytical framework for debt and risk management Recent developments in the management of market risk Management of operational risk by sovereign debt management agencies Explicit contigent liabilities in debt management Risk management of government debt in Austria Risk management of government debt in Belgium Managing risks in Canada's debt and foreign reserves Risk management of government debt in Denmark Risk management of government debt in Finland Risk management of government debt in France Risk management of government debt in Portuga Risk management of government debt in Sweden Risk management of government debt in the United Kingdom Risk management of government debt in the Czech Republic Risk management of government debt in Poland / by Arkadiusz Kaminski and Marek Szczerbak. / by Hans Blommestein -- / by Hans Blommestein -- / by Lars Risbjerg and Anders Holmlund / by Ove Sten Jensen and Lars Risbjerg -- / by Peter McCray -- / by Paul A. Kocher and Gerald Nebenfuhr -- / by Jean Deboutte ad Bruno Debergh -- / by Pierre Gilbert, Zar Chi Tin and Mark Zelmer -- / by Lars Risbjerg -- / by John Rogers -- / by Bertrand de Mazieres and Benoit Coeure -- l / by Rita Granger -- / by Per-Olof Jonsson -- / by Toby Davies -- / by Peter Pavelek -- pt. 1. Introductory overview and analytical framework. -- pt. 2. Recent developments in managing market risk, operational risk and contigent liability risk. -- pt. 3. Risk management practices in selected OECD debt markets.
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.
9789264104433
Debts, Public--OECD countries.
Electronic books.
HD61 / .A383 2005
658.155 336.3433177
Includes bibliographical references.
Introduction to advances in risk management of government debt Overview of risk management practices in OECD countries Analytical framework for debt and risk management Recent developments in the management of market risk Management of operational risk by sovereign debt management agencies Explicit contigent liabilities in debt management Risk management of government debt in Austria Risk management of government debt in Belgium Managing risks in Canada's debt and foreign reserves Risk management of government debt in Denmark Risk management of government debt in Finland Risk management of government debt in France Risk management of government debt in Portuga Risk management of government debt in Sweden Risk management of government debt in the United Kingdom Risk management of government debt in the Czech Republic Risk management of government debt in Poland / by Arkadiusz Kaminski and Marek Szczerbak. / by Hans Blommestein -- / by Hans Blommestein -- / by Lars Risbjerg and Anders Holmlund / by Ove Sten Jensen and Lars Risbjerg -- / by Peter McCray -- / by Paul A. Kocher and Gerald Nebenfuhr -- / by Jean Deboutte ad Bruno Debergh -- / by Pierre Gilbert, Zar Chi Tin and Mark Zelmer -- / by Lars Risbjerg -- / by John Rogers -- / by Bertrand de Mazieres and Benoit Coeure -- l / by Rita Granger -- / by Per-Olof Jonsson -- / by Toby Davies -- / by Peter Pavelek -- pt. 1. Introductory overview and analytical framework. -- pt. 2. Recent developments in managing market risk, operational risk and contigent liability risk. -- pt. 3. Risk management practices in selected OECD debt markets.
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.
9789264104433
Debts, Public--OECD countries.
Electronic books.
HD61 / .A383 2005
658.155 336.3433177