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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Risk Management of Government Debt in Denmark You do not have access to this content

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Author(s):
Lars Risbjerg

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This chapter gives an overview of risk management of the Danish central-government debt. Firstly, the overall framework for centralgovernment debt management is described, followed by considerations with respect to management of market risks in relation to the principle of asset and liability management and the implementation of the borrowing strategy.
 
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