Introduction of a new conceptual framework for government debt management : with a special emphasis on modeling the term structure dynamics

Introduction of a new conceptual framework for government debt management with a special emphasis on modeling the term structure dynamics

Against the background of the financial-cum-sovereign debt crisis, government debt managers are currently faced by a challenging environment. One key element in that respect is the analysis and forecast of interest rates, which is important for achieving the strategic objective of low borrowing cost...

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Detalles Bibliográficos
Autor principal: Hubig, Anja (-)
Formato: Tesis
Idioma:Inglés
Publicado: New York : Springer 2013.
Edición:1st ed. 2013.
Colección:Gabler Edition Wissenschaft. Empirische Finanzmarktforschung.
Materias:
Debts, Public > Management.
Ver en Biblioteca Universitat Ramon Llull:https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009468934506719
Tabla de Contenidos:
  • Core assumptions underlying the micro portfolio approach to public debt management
  • A public finance framework for long-term sovereign funding decisions
  • Recommendations for broader debt management objectives
  • A new approach to model the shape and dynamics of the term structure of interest rates
  • Stochastic modeling of the term structure dynamics
  • Empirical validation of term structure simulations.

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