Advances in risk management of government debt /

Advances in risk management of government debt /

Bibliographic Details
Corporate Author: Organización para la Cooperación y el Desarrollo Económicos
Format: Book
Language:English
Published: Paris : OECD, 2005
Subjects:
DEUDA PUBLICA
GESTION DE LOS RIESGOS
GESTION DE LA DEUDA
Table of Contents:
  • Publicado en francés bajo el título: Progrs̈ en gestion des risques de la dette publique. Incluye referencias bibliográficas. Donación OCDE
  • TABLA DE CONTENIDO: Pt. 1. Introductionary overview and analytical framework: 1. Introduction to advances in risk management of government debt / Hans Blommestein
  • Annex 1.A. Optimal debt and strategic benchmark: the risk management approach to debt sustainability
  • 2. Overview of risk management practices in OECD countries / Hans Blommestein
  • 3. Analytical framework for debt and risk management / Lars Risbjerg and Anders Holmlund
  • Annex 3.A. Structure of debt simulation model
  • Pt. 2. Recent developments in managing market risk, operational risk and contingent liability risk: 4. Recent developments in the management of market risk / Ove Sten Jensen and Lars Risbjerg
  • 5. Management of operational risk by sovereign debt management agencies / Peter McCray
  • Annex 5.A. Sovereign debt management operational risk survey: summary of responses
  • Annex 5.B. OECD working party on government debt management survey on operational risk 2002
  • 6. Explicit contingent liabilities in debt management
  • Pt. 3. Risk management practices in selected OECD debt markets: 7. Risk management of government debt in Austria / Paul A. Kocher and Gerald Nebenführ
  • 8. Risk management of government debt in Belgium / Jean Deboutte and Bruno Debergh
  • 9. Managing risks in Canada's debt and foreign reserves / Pierre Gilbert, Zar Chi Tin and Mark Zelmer
  • Annex 9.A. Investment and credit guidelines for the exchange fund account
  • 10. Risk management of government debt in Denmark / Lars Risbjerg
  • Annex 10.A. The scenario and CaR model
  • Annex 10.B. Principles for credit risk management
  • 11. Risk management of government debt in Finland / John Rogers
  • 12. Risk management of government debt in France / Bertrand de Mazieres and Benoit Coeure
  • 13. Rosk managemnt of government debt in Portugal / Rita Granger
  • Annex 13.A. Benchmarking for public debt management
  • 14. Risk management of government debt in Sweden / Per-Olof Jn̲sson
  • 15. Risk management of government debt in the United Kingdom / Toby Davies
  • Annex 15.A. DMO functional structure
  • 16. Risk management of government debt in the Czech Republic / Petr Pavelek
  • Annex 16.A. Government debt management regulations
  • 17. Risk management of government debt in Poland / Arkadiusz Kaminski and Marek Szczerbak
  • List of boxes
  • List of figures
  • List of tables.

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