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Title | Author/Affiliation | Topic | Year of Publication |
---|---|---|---|
Why are Restrictions on Short Selling of Sovereign Debt Detrimental for Risk Management and Government Borrowing Costs? | Hans J. Blommestein, Ahmet Keskinler, Carrick Lucas - Bond Market and Public Debt Management Unit, OECD, Bond Market and Public Debt Management Unit, OECD, Bond Market and Public Debt Management Unit, OECD | Active Debt Management | 2011 |
Recovery Before Redemption: A Theory of Delays in Sovereign Debt Renegotiations | David Benjamin, Mark L. J. Wright - State University of New York, Buffalo, University of California, Los Angeles | Active Debt Management | 2009 |
Optimal Liquidity and Economic Stability | Linghui Han, Il Houng Lee | Active Debt Management | 2012 |
Modern Portfolio Management: From Markowitz to Probabilistic Scenario Optimisation | Paolo Sironi - IBM Risk Analytics | Active Debt Management | 2015 |
Operational Risk Management and Business Continuity Planning for Modern State Treasuries | Ian Storkey | Active Debt Management | 2011 |
Counterparty Risk Management | Eduardo Canabarro, Michael Pykhtin - Director, Global Head of Risk Analytics at Morgan Stanley, Manager in the Quantitative Risk Management section at the U.S. Federal Reserve Board | Active Debt Management | 2014 |
Risk Management for Institutional Investors: Fulfilling Fiduciary and Strategic Responsibilities | Richard Horwitz, David Tyson - Managing Director at CMRA (Capital Market Risk Advisors), Managing Director at CMRA (Capital Market Risk Advisors) | Active Debt Management | 2013 |
Interventions and inflation expectations in an inflation targeting economy | Pablo Pincheira - Central Bank of Chile | Active Debt Management | 2013 |
Inflation Sensitive Assets: Instruments and Strategies | Stefania A. Perrucci, Brice Benaben - The Founder and CEO of New Sky Capital, Managing Director and Head of Inflation Research at New Sky Capital | Active Debt Management | 2012 |
Credit Default Swaps, Contract Theory, Public Debt, and Fiat Money Regimes: Comment on Polleit and Mariano | Xavier Mera - PhD candidate in economics at the University of Angers | Active Debt Management | 2013 |
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