Primer for Risk Measurement of Bonded Debt from the Perspective of a Sovereign Debt Manager.

Intro -- Contents -- I. INTRODUCTION -- II. MEASUREMENT OF MARKET RISK -- III. MEASUREMENT OF CREDIT RISK -- IV. MEASUREMENT OF LIQUIDITY RISK -- V. AN INTEGRATED APPROACH TO RISK SENSITIVITY FOR A SECURITY WITH N RISK FACTORS -- VI. AN INTEGRATED APPROACH TO RISK SENSITIVITY FOR A PORTFOLIO WITH N RISK FACTORS -- VII. EPILOGUE -- YIELD DEFINITIONS -- THE VALUE-AT-RISK (VAR) METHODOLOGY -- REFERENCES.

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Year of publication:	2006
Authors:	Papaioannou, Michael G
Publisher:	Washington : International Monetary Fund
Subject:	Schuldenmanagement \| Debt management \| Öffentliche Schulden \| Public debt \| Risiko \| Risk \| Öffentliche Anleihe \| Public bond

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Extent:	1 online resource (49 pages)
Series:	IMF Working Papers IMF working paper ; WP/06/195
Type of publication:	Book / Working Paper
Language:	English
Notes:	Description based on publisher supplied metadata and other sources. ""Contents""; ""I. INTRODUCTION""; ""II. MEASUREMENT OF MARKET RISK""; ""III. MEASUREMENT OF CREDIT RISK""; ""IV. MEASUREMENT OF LIQUIDITY RISK""; ""V. AN INTEGRATED APPROACH TO RISK SENSITIVITY FOR A SECURITY WITH N RISK FACTORS""; ""VI. AN INTEGRATED APPROACH TO RISK SENSITIVITY FOR A PORTFOLIO WITH N RISK FACTORS""; ""VII. EPILOGUE""; ""YIELD DEFINITIONS""; ""THE VALUE-AT-RISK (VAR) METHODOLOGY""; ""REFERENCES""
ISBN:	978-1-4519-9197-0 ; 978-1-4518-6455-7
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012691196