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Advances in Risk Management of Government Debt

Advances in Risk Management of Government Debt PDF Author: OECD
Publisher: OECD Publishing
ISBN: 9264104437
Category :
Languages : en
Pages : 275

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Book Description
This study on government debt brings together a number of reports on best practices for managing market risk, credit risk, operational risk and contingent liability risk. It was prepared by the OECD Working Party on Public Debt Management.

Advances in Risk Management of Government Debt

Advances in Risk Management of Government Debt PDF Author: OECD
Publisher: OECD Publishing
ISBN: 9264104437
Category :
Languages : en
Pages : 275

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Book Description
This study on government debt brings together a number of reports on best practices for managing market risk, credit risk, operational risk and contingent liability risk. It was prepared by the OECD Working Party on Public Debt Management.

Public Financial Management Reforms in Turkey: Progress and Challenges, Volume 2

Public Financial Management Reforms in Turkey: Progress and Challenges, Volume 2 PDF Author: Tekin Akdemir
Publisher: Springer Nature
ISBN: 9811542260
Category : Business & Economics
Languages : en
Pages : 272

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Book Description
This book provides an assessment of public financial management (PFM) reforms in developing countries using Turkey as a case study. Volume II elaborates on asset and liability management, intergovernmental fiscal relations, accounting, financial reporting, and auditing. Bringing together academics and practitioners, the book analyzes the PFM reforms in the light of theoretical explanations and practices to reveal the achievements, challenges, and future perspectives of PFM.

Introduction of a New Conceptual Framework for Government Debt Management

Introduction of a New Conceptual Framework for Government Debt Management PDF Author: Anja Hubig
Publisher: Springer Science & Business Media
ISBN: 3658009187
Category : Business & Economics
Languages : en
Pages : 213

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Book Description
​Against the background of the financial-cum-sovereign debt crisis, government debt managers are currently faced by a challenging environment. One key element in that respect is the analysis and forecast of interest rates, which is important for achieving the strategic objective of low borrowing costs. Anja Hubig develops a new mathematical method to estimate the term structure of interest rates, that is adopted to describe the term structure dynamics within a stochastic setting. The introduced model is capable to capture the complex behavior of the entire yield curve with a reduced set of parameters. It essentially ensures a comprehensive analysis of the costs and risks associated with individual funding strategies, and thus effectively supports the selection of a long-term optimal debt portfolio composition.

Management in Public Administration

Management in Public Administration PDF Author: Markus Bodemann
Publisher: Springer
ISBN: 3658226870
Category : Law
Languages : en
Pages : 248

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Book Description
In this book Markus Bodemann bridges the differences between public and private sector in aspects of management, especially risk management. A survey to draw a line between both sectors describes the current status of applied management tools and their effects. To cope with future developments, or at least to be prepared, risk management could be one tool. By using the yearly status reports the author works out the bandwidth of the impact of desired and undesired developments in public sector and the causation for more risk awareness for sustainable development in local public administration. ​

How to Strengthen the Management of Government Guarantees

How to Strengthen the Management of Government Guarantees PDF Author: International Monetary Fund. Fiscal Affairs Dept.
Publisher: International Monetary Fund
ISBN: 1484316436
Category : Business & Economics
Languages : en
Pages : 18

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Book Description
This note highlights commonly observed weaknesses in the management of government guarantees, good practices, and measures governments could take to strengthen: (i) the evaluation of guarantee proposals; (ii) the quantification of risks arising from guarantees and their mitigation; and (iii) the budgeting, accounting, monitoring, and disclosure of guarantees.

Debt Capital Markets in China

Debt Capital Markets in China PDF Author: Jian Gao
Publisher: John Wiley & Sons
ISBN: 1118161076
Category : Business & Economics
Languages : en
Pages : 736

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Book Description
An in-depth look at China’s burgeoning capital markets Author Jian Gao is the number one authority on fixed incomemarkets in China, and with this book, he brings his considerableexperience and knowledge about these markets to investorsworldwide. For those interested in becoming active in China’sgrowing fixed income markets, Debt Capital Markets in Chinais the book you need to get started. It includes coverage of theprimary and secondary markets, government debt instruments,corporate bonds, the collateralized bond market, and asset-backedsecuritizations. Debt Capital Markets in China also examinesthe developing market trends, which affect investors andinstitutions looking to make the most of this incredible financialopportunity. Dr. Jian Gao, PhD (Beijing, China) is the Vice Governor of ChinaDevelopment Bank (CDB).

OECD Sovereign Borrowing Outlook 2016

OECD Sovereign Borrowing Outlook 2016 PDF Author: OECD
Publisher: OECD Publishing
ISBN: 9264257314
Category :
Languages : en
Pages : 120

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Book Description
The OECD Sovereign Borrowing Outlook provides regular updates on trends and developments associated with sovereign borrowing requirements, funding strategies, market infrastructure and debt levels from the perspective of public debt managers.

OECD Economic Surveys: Malaysia 2019

OECD Economic Surveys: Malaysia 2019 PDF Author: OECD
Publisher: OECD Publishing
ISBN: 9264591958
Category :
Languages : en
Pages : 137

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Book Description
Malaysia’s economy is doing well, but social and governance challenges must be addressed. The new government prioritises inclusive growth and improving trust in public institutions. Further progress toward the planned target of high-income country status by 2024 will also require focusing on productivity growth with structural reforms to move up the value chain and improve skills. Ensuring environmental protection will improve the quality of growth.

Fixed Income Trading and Risk Management

Fixed Income Trading and Risk Management PDF Author: Alexander During
Publisher: John Wiley & Sons
ISBN: 1119756332
Category : Business & Economics
Languages : en
Pages : 464

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Book Description
A unique, authoritative, and comprehensive treatment of fixed income markets Fixed Income Trading and Risk Management: The Complete Guide delivers a comprehensive and innovative exposition of fixed income markets. Written by European Central Bank portfolio manager Alexander During, this book takes a practical view of how several different national fixed income markets operate in detail. The book presents common theoretical models but adds a lot of information on the actually observed behavior of real markets. You’ll benefit from the book’s: Fulsome overview of money, credit, and monetary policy Description of cash instruments, inflation-linked debt, and credit claims Analysis of derivative instruments, standard trading strategies, and data analysis In-depth focus on risk management in fixed income markets Perfect for new and junior staff in financial institutions working in sales and trading, risk management, back office operations, and portfolio management positions, Fixed Income Trading and Risk Management also belongs on the bookshelves of research analysts and postgraduate students in finance, economics, or MBA programs.

Tracking Global Demand for Advanced Economy Sovereign Debt

Tracking Global Demand for Advanced Economy Sovereign Debt PDF Author: Mr.Serkan Arslanalp
Publisher: International Monetary Fund
ISBN: 1475596405
Category : Business & Economics
Languages : en
Pages : 62

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Book Description
Recent events have shown that sovereigns, just like banks, can be subject to runs, highlighting the importance of the investor base for their liabilities. This paper proposes a methodology for compiling internationally comparable estimates of investor holdings of sovereign debt. Based on this methodology, it introduces a dataset for 24 major advanced economies that can be used to track US$42 trillion of sovereign debt holdings on a quarterly basis over 2004-11. While recent outflows from euro periphery countries have received wide attention, most sovereign borrowers have continued to increase reliance on foreign investors. This may have helped reduce borrowing costs, but it can imply higher refinancing risks going forward. Meanwhile, advanced economy banks’ exposure to their own government debt has begun to increase across the board after the global financial crisis, strengthening sovereign-bank linkages. In light of these risks, the paper proposes a framework—sovereign funding shock scenarios (FSS)—to conduct forward-looking analysis to assess sovereigns’ vulnerability to sudden investor outflows, which can be used along with standard debt sustainability analyses (DSA). It also introduces two risk indices—investor base risk index (IRI) and foreign investor position index (FIPI)—to assess sovereigns’ vulnerability to shifts in investor behavior.