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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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Management of Operational Risk by Sovereign Debt Management Agencies

This chapter outlines the main issues and themes to emerge from responses by selected OECD sovereign debt managers to a questionnaire regarding operational risk. With a view to limiting the administrative burden, seven working group members were asked to provide answers to the questionnaire.

English

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