Advances in Risk Management of Government Debt
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Advances in Risk Management of Government Debt

Advances in Risk Management of Government Debt is a landmark study about risk management practices of OECD debt managers. 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, this study shows that the extent and sophistication of risk management vary widely across countries. 

This study brings together a number of recent reports on best practices for managing market risk, credit risk, operational risk and contingent liability risk. It was prepared by a group of authors from the OECD Working Party on Public Debt Management, and includes case-studies of risk management practices in selected OECD debt markets.

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Publication Date :
05 Aug 2005
DOI :
10.1787/9789264104433-en
 
Chapter
 

Explicit Contingent Liabilities in Debt Management You do not have access to this content

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Author(s):
OECD
Pages :
89–116
DOI :
10.1787/9789264104433-7-en

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This chapter, prepared by an ad hoc experts’ group of the OECD Working Party on Debt Management, deals with best practices for the issuance and management of explicit contingent liabilities. Contingent debts are in many ways similar to conventional government debt instruments.