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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Overview of Risk Management Practices in OECD Countries
This chapter provides a summary overview of risk management practices by OECD debt managers. Although the overview shows that the extent of risk management varies widely across countries, the majority of OECD countries are actively engaged in risk management, with risk typically not managed on a consolidated basis across all government entities.
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