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Advances in Risk Management of Government Debt

image of 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.

English

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Analytical Framework for Debt and Risk Management

The overall purpose of this chapter is to discuss the analytical framework for risk management, and how interest-rate risk management is implemented in practice. While there is agreement on the basic principles of sound and prudent risk management, various approaches exist for the assessment and management of interest-rate risk.

English

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