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245 1 0 _aAdvances in risk management of government debt /
_cedited by Hans J. Blommestein.
260 _bParis : OECD, 2005
300 _a281 p.
_bil
500 _aPublicado en francés bajo el título: Progrs̈ en gestion des risques de la dette publique. Incluye referencias bibliográficas. Donación OCDE
505 _aPublicado en francés bajo el título: Progrs̈ en gestion des risques de la dette publique. Incluye referencias bibliográficas. Donación OCDE
505 _aTABLA DE CONTENIDO: Pt. 1. Introductionary overview and analytical framework: 1. Introduction to advances in risk management of government debt / Hans Blommestein -- Annex 1.A. Optimal debt and strategic benchmark: the risk management approach to debt sustainability -- 2. Overview of risk management practices in OECD countries / Hans Blommestein -- 3. Analytical framework for debt and risk management / Lars Risbjerg and Anders Holmlund -- Annex 3.A. Structure of debt simulation model -- Pt. 2. Recent developments in managing market risk, operational risk and contingent liability risk: 4. Recent developments in the management of market risk / Ove Sten Jensen and Lars Risbjerg -- 5. Management of operational risk by sovereign debt management agencies / Peter McCray -- Annex 5.A. Sovereign debt management operational risk survey: summary of responses -- Annex 5.B. OECD working party on government debt management survey on operational risk 2002 -- 6. Explicit contingent liabilities in debt management -- Pt. 3. Risk management practices in selected OECD debt markets: 7. Risk management of government debt in Austria / Paul A. Kocher and Gerald Nebenführ -- 8. Risk management of government debt in Belgium / Jean Deboutte and Bruno Debergh -- 9. Managing risks in Canada's debt and foreign reserves / Pierre Gilbert, Zar Chi Tin and Mark Zelmer -- Annex 9.A. Investment and credit guidelines for the exchange fund account -- 10. Risk management of government debt in Denmark / Lars Risbjerg -- Annex 10.A. The scenario and CaR model -- Annex 10.B. Principles for credit risk management -- 11. Risk management of government debt in Finland / John Rogers -- 12. Risk management of government debt in France / Bertrand de Mazieres and Benoit Coeure -- 13. Rosk managemnt of government debt in Portugal / Rita Granger -- Annex 13.A. Benchmarking for public debt management -- 14. Risk management of government debt in Sweden / Per-Olof Jn̲sson -- 15. Risk management of government debt in the United Kingdom / Toby Davies -- Annex 15.A. DMO functional structure -- 16. Risk management of government debt in the Czech Republic / Petr Pavelek -- Annex 16.A. Government debt management regulations -- 17. Risk management of government debt in Poland / Arkadiusz Kaminski and Marek Szczerbak -- List of boxes -- List of figures -- List of tables.
650 _aDEUDA PUBLICA
650 _aGESTION DE LOS RIESGOS
650 _aGESTION DE LA DEUDA
710 2 _94779
_aOrganización para la Cooperación y el Desarrollo Económicos
942 _cLIBR
_jOCDE 336.36 A 49166
_2ddc
945 _aBEA
_c2023-05-02 actualizado
999 _c20747
_d20747