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Overview of Advances in Risk Management of Government Debt

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Abstract

Modern risk management has become an important tool for achieving strategic debt targets in the OECD area. In essence, risk management policies, based on the use of formal methods, are now an integral part of debt management in most OECD jurisdictions. In general, risk management tolerances and policies are approved (and often set) by the Ministry of Finance (or other appropriate Ministry). This strategy about risks entails an explicit political decision about the trade-off between costs and risks. The actual risk management operation is often run at a separate agency responsible for management of the sovereign debt or at the central bank if it manages the debt, and is typically segregated from other treasury...

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  • Oecd, 2005. "Overview of Advances in Risk Management of Government Debt," Financial Market Trends, OECD Publishing, vol. 2005(1), pages 117-134.
    • Handle: RePEc:oec:dafkab:5lgmktvbn0jl
    DOI: 10.1787/fmt-v2005-art4-en
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    Cited by:

    1. Hossein Afrasiabi, 2017. "Determinants of Tendency to Deviant Social Identity among Delinquent Youth," European Journal of Multidisciplinary Studies Articles, Revistia Research and Publishing, vol. 2, ejms_v2_i.
    2. International Monetary Fund, 2006. "Jamaica: Selected Issues," IMF Staff Country Reports 2006/157, International Monetary Fund.
    3. Mr. Udaibir S Das & Miss Yinqiu Lu & Mr. Michael G. Papaioannou & Iva Petrova, 2012. "Sovereign Risk and Asset and Liability Management: Conceptual Issues," IMF Working Papers 2012/241, International Monetary Fund.
    4. Uryszek Tomasz, 2011. "Term Structure of Public Debt and Refinancing Risk in the Economic and Monetary Union," Folia Oeconomica Stetinensia, Sciendo, vol. 10(1), pages 66-77, January.
    5. Semih ŞEN & Mircan TOKATLIOĞLU, 2020. "Contingent Liabilities as a Risk Factor in Public Finance: The Case of Turkey," Sosyoekonomi Journal, Sosyoekonomi Society, issue 28(44).
    6. Florian Fastenrath & Michael Schwan & Christine Trampusch, 2017. "Where states and markets meet: the financialisation of sovereign debt management," New Political Economy, Taylor & Francis Journals, vol. 22(3), pages 273-293, May.
    7. Johannes Holler, 2013. "Funding Strategies of Sovereign Debt Management: A Risk Focus," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 2, pages 51-74.

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