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Financial Analysis
Financial analysis offers analytical tools to sovereign debt management as it can be applied to the study of trends and drivers of government securities, features both at issuance and in the secondary markets in which these instruments are negotiated. Government yield curves and spreads are the privileged dimensions of the financial analysis because they are under the influence of several variables, such as liquidity conditions, institutional factors, economic prospects and policies, and, ultimately, the credibility of the sovereign issuer. Understanding these interrelations helps achieve the targeted strategy in sovereign debt management. Financial analysis employs various metrics to gauge debt cost, liquidity, maturity, and risk.
Complete List of Documents in this Section
| Title | Author |
|---|---|
| The Risk Sensitivity of Global Liquidity flows: Heterogeneity, Evolution and drivers | Stefan Avdjiev et al. |
| What is the Basis Trade? | Torsten Sløk |
| Macro trading signal optimization: basic statistical learning methods | Ralph Sueppel |
| EM sovereign bond allocation with macro risk premium scores | Ralph Sueppel |
| Fiscal Determinants of Domestic Sovereign Bond Yields in Emerging Market and Developing Economies | Manabu Nose, Jeta Menkulasi |