A Primer on Managing Sovereign Debt-Portfolio Risks /

This paper provides an overview of sovereign debt portfolio risks and discusses various liability management operations (LMOs) and instruments used by public debt managers to mitigate these risks. Debt management strategies analyzed in the context of helping reach debt portfolio targets and attain d...

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Podrobná bibliografie
Hlavní autor: Jonasson, Thordur
Další autoři: Papaioannou, Michael
Médium: Časopis
Jazyk:English
Vydáno: Washington, D.C. : International Monetary Fund, 2018.
Edice:IMF Working Papers; Working Paper ; No. 2018/074
On-line přístup:Full text available on IMF
Popis
Shrnutí:This paper provides an overview of sovereign debt portfolio risks and discusses various liability management operations (LMOs) and instruments used by public debt managers to mitigate these risks. Debt management strategies analyzed in the context of helping reach debt portfolio targets and attain desired portfolio structures. Also, the paper outlines how LMOs could be integrated into a debt management strategy and serve as policy tools to reduce potential debt portfolio vulnerabilities. Further, the paper presents operational issues faced by debt managers, including the need to develop a risk management framework, interactions of debt management with fiscal policy, monetary policy, and financial stability, as well as efficient government bond markets.
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Fyzický popis:1 online resource (133 pages)
Médium:Mode of access: Internet
ISSN:1018-5941
Přístup:Electronic access restricted to authorized BRAC University faculty, staff and students