The Public Debt Management Newtwork

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, a recent OECD study shows that the extent and sophistication of risk management vary widely across countries.

This policy area provides information on best practices for managing market risk, credit risk, operational risk and contingent liability risk. Case-studies of risk management practices in selected OECD debt markets will also be included.

Sample Documents

The following are sample documents published up to and including the year 2003, and extracted from a wider group available on the reserved area of this website. Access to the reserved area is free, but reserved for partners only. Please find more information at the Join us section.

Documents

• Bolder David Jamieson

  Towards a More Complete Debt Strategy Simulation Framework (2002)

  More Info on Towards a More Complete Debt S[..]
• Bergström Pål, Holmlund Anders

  A simulation model framework for government debt analysis (2000)

  More Info on A simulation model framework f[..] - A simulation model framework for government debt analysisDownload PDF 285.62 KB
• Leong Donna

  Debt Management _ Theory and Practice (1999)

  More Info on Debt Management _ Theory and P[..]
• Franzén Thomas, Bonde Ingrid, Holm Christine, Jönsson Per-Olof, Rådstam Bengt

  Methods for analysing the structure of the central government debt (1999)

  More Info on Methods for analysing the stru[..] - Methods for analysing the structure of the central government debtDownload DOC 553.50 KB