Sovereign risk and asset and liability management: conceptual issues
Saved in:
| Other Authors: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
[Washington, D.C.]
International Monetary Fund
2012
|
| Series: | IMF working paper
WP/12/241 |
| Subjects: | |
| Online Access: | FLA01 |
| Item Description: | Title from PDF title page (IMF Web site, viewed Oct. 5, 2012). - "Monetary and Capital Markets Department.". - "October 2012." |
| Physical Description: | 1 online resource (44 pages) |
| ISBN: | 9781475512540 1475512546 |
| ISSN: | 2227-8885 |
Staff View
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| 245 | 1 | 0 | |a Sovereign risk and asset and liability management |b conceptual issues |c prepared by Udaibir S. Das [and others] |
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| 505 | 8 | |a Country practices towards managing financial risks on a sovereign balance sheet continue to evolve. Each crisis period, and its legacy on sovereign balance sheets, reaffirms the need for strengthening financial risk management. This paper discusses some salient features embedded in the current generation of sovereign asset and liability management (SALM) approaches, including objectives, definitions of relevant assets and liabilities, and methodologies used in obtaining optimal SALM outcomes. These elements are used in developing an analytical SALM framework which could become an operational instrument in formulating asset management and debtor liability management strategies at the sovereign level. From a portfolio perspective, the SALM approach could help detect direct and derived sovereign risk exposures. It allows analyzing the financial characteristics of the balance sheet, identifying sources of costs and risks, and quantifying the correlations among these sources of risk. The paper also outlines institutional requirements in implementing an SALM framework and seeks to lay the ground for further policy and analytical work on this topic | |
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| contents | Country practices towards managing financial risks on a sovereign balance sheet continue to evolve. Each crisis period, and its legacy on sovereign balance sheets, reaffirms the need for strengthening financial risk management. This paper discusses some salient features embedded in the current generation of sovereign asset and liability management (SALM) approaches, including objectives, definitions of relevant assets and liabilities, and methodologies used in obtaining optimal SALM outcomes. These elements are used in developing an analytical SALM framework which could become an operational instrument in formulating asset management and debtor liability management strategies at the sovereign level. From a portfolio perspective, the SALM approach could help detect direct and derived sovereign risk exposures. It allows analyzing the financial characteristics of the balance sheet, identifying sources of costs and risks, and quantifying the correlations among these sources of risk. The paper also outlines institutional requirements in implementing an SALM framework and seeks to lay the ground for further policy and analytical work on this topic |
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| dewey-full | 332.1068/1 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.1068/1 |
| dewey-search | 332.1068/1 |
| dewey-sort | 3332.1068 11 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
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| id | DE-604.BV045356397 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T08:15:51Z |
| institution | BVB |
| isbn | 9781475512540 1475512546 |
| issn | 2227-8885 |
| language | English |
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| publishDate | 2012 |
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| publisher | International Monetary Fund |
| record_format | marc |
| series2 | IMF working paper |
| spelling | Sovereign risk and asset and liability management conceptual issues prepared by Udaibir S. Das [and others] [Washington, D.C.] International Monetary Fund 2012 1 online resource (44 pages) txt rdacontent c rdamedia cr rdacarrier IMF working paper WP/12/241 2227-8885 Title from PDF title page (IMF Web site, viewed Oct. 5, 2012). - "Monetary and Capital Markets Department.". - "October 2012." Country practices towards managing financial risks on a sovereign balance sheet continue to evolve. Each crisis period, and its legacy on sovereign balance sheets, reaffirms the need for strengthening financial risk management. This paper discusses some salient features embedded in the current generation of sovereign asset and liability management (SALM) approaches, including objectives, definitions of relevant assets and liabilities, and methodologies used in obtaining optimal SALM outcomes. These elements are used in developing an analytical SALM framework which could become an operational instrument in formulating asset management and debtor liability management strategies at the sovereign level. From a portfolio perspective, the SALM approach could help detect direct and derived sovereign risk exposures. It allows analyzing the financial characteristics of the balance sheet, identifying sources of costs and risks, and quantifying the correlations among these sources of risk. The paper also outlines institutional requirements in implementing an SALM framework and seeks to lay the ground for further policy and analytical work on this topic BUSINESS & ECONOMICS / Finance bisacsh Asset-liability management fast Risk management fast Asset-liability management Risk management Das, Udaibir S. edt International Monetary Fund Sonstige oth Print Version 9781475512540 |
| spellingShingle | Sovereign risk and asset and liability management conceptual issues Country practices towards managing financial risks on a sovereign balance sheet continue to evolve. Each crisis period, and its legacy on sovereign balance sheets, reaffirms the need for strengthening financial risk management. This paper discusses some salient features embedded in the current generation of sovereign asset and liability management (SALM) approaches, including objectives, definitions of relevant assets and liabilities, and methodologies used in obtaining optimal SALM outcomes. These elements are used in developing an analytical SALM framework which could become an operational instrument in formulating asset management and debtor liability management strategies at the sovereign level. From a portfolio perspective, the SALM approach could help detect direct and derived sovereign risk exposures. It allows analyzing the financial characteristics of the balance sheet, identifying sources of costs and risks, and quantifying the correlations among these sources of risk. The paper also outlines institutional requirements in implementing an SALM framework and seeks to lay the ground for further policy and analytical work on this topic BUSINESS & ECONOMICS / Finance bisacsh Asset-liability management fast Risk management fast Asset-liability management Risk management |
| title | Sovereign risk and asset and liability management conceptual issues |
| title_auth | Sovereign risk and asset and liability management conceptual issues |
| title_exact_search | Sovereign risk and asset and liability management conceptual issues |
| title_full | Sovereign risk and asset and liability management conceptual issues prepared by Udaibir S. Das [and others] |
| title_fullStr | Sovereign risk and asset and liability management conceptual issues prepared by Udaibir S. Das [and others] |
| title_full_unstemmed | Sovereign risk and asset and liability management conceptual issues prepared by Udaibir S. Das [and others] |
| title_short | Sovereign risk and asset and liability management |
| title_sort | sovereign risk and asset and liability management conceptual issues |
| title_sub | conceptual issues |
| topic | BUSINESS & ECONOMICS / Finance bisacsh Asset-liability management fast Risk management fast Asset-liability management Risk management |
| topic_facet | BUSINESS & ECONOMICS / Finance Asset-liability management Risk management Asset-liability management Risk management |
| work_keys_str_mv | AT dasudaibirs sovereignriskandassetandliabilitymanagementconceptualissues AT internationalmonetaryfund sovereignriskandassetandliabilitymanagementconceptualissues |