Advances in Risk Management of Government Debt [electronic resource] /
Organisation for Economic Co-operation and Development.
Organisation for Economic Co-operation and Development.
Paris : OECD Publishing,
2005.
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 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.
Description based upon print version of record.
Includes bibliographical references.
Management of Operational Risk by Sovereign Debt Management Agencies -- Explicit Contingent Liabilities in Debt Management -- Risk Management of Government Debt in Austria -- Overview of Risk Management Practices in OECD Countries -- Analytical Framework for Debt and Risk Management -- Recent Developments in the Management of Market Risk -- Introduction to Advances in Risk Management of Government Debt -- Risk Management of Government Debt in Poland -- Risk Management of Government Debt in the Czech Republic -- Risk Management of Government Debt in the United Kingdom -- Risk Management of Government Debt in Sweden -- Risk Management of Government Debt in France -- Risk Management of Government Debt in Portugal -- Risk Management of Government Debt in Finland -- Managing Risks in Canada's Debt and Foreign Reserves -- Risk Management of Government Debt in Denmark -- Risk Management of Government Debt in Belgium.
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 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.
Debts, Public