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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.

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Recent Developments in the Management of Market Risk

Until recently, the focus of OECD government debt managers was on developing the domestic market, while debt management was in general confined to ensuring suitable on-the-run issues. However, in recent years the importance of risk management has increased among OECD members.

English

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