Advances in Risk Management of Government Debt.

Description

Advances in Risk Management of Government Debt is a landmark study about risk management practices of OECD debt managers. 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.  Read more... Foreword Table of Contents Part I. Introductionary Overview and Analytical Framework Chapter 1. Introduction to Advances in Risk Management of Government Debt Chapter 2. Overview of Risk Management Practices in OECD Countries Chapter 3. Analytical Framework for Debt and Risk Management Part II. Recent Developments in Managing Market Risk, Operational Risk and Contingent Liability Risk Chapter 4. Recent Developments in the Management of Market Risk Chapter 5. Management of Operational Risk by Sovereign Debt Management Agencies. Chapter 6. Explicit Contingent Liabilities in Debt ManagementPart III. Risk Management Practices in Selected OECD Debt Markets Chapter 7. Risk Management of Government Debt in Austria Chapter 8. Risk Management of Government Debt in Belgium Chapter 9. Managing Risks in Canada's Debt and Foreign Reserves Chapter 10. Risk Management of Government Debt in Denmark Chapter 11. Risk Management of Government Debt in Finland Chapter 12. Risk Management of Government Debt in France Chapter 13. Risk Management of Government Debt in Portugal. Chapter 14. Risk Management of Government Debt in SwedenChapter 15. Risk Management of Government Debt in the United Kingdom Chapter 16. Risk Management of Government Debt in the Czech Republic Chapter 17. Risk Management of Government Debt in Poland.