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 gener...
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| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
[Washington, D.C.] :
International Monetary Fund,
©2012.
|
| Schriftenreihe: | IMF working paper ;
WP/12/241. |
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Zusammenfassung: | 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. |
| Beschreibung: | Title from PDF title page (IMF Web site, viewed Oct. 5, 2012). "Monetary and Capital Markets Department." "October 2012." |
| Beschreibung: | 1 online resource (44 pages) |
| Bibliographie: | Includes bibliographical references. |
| ISBN: | 9781475512540 1475512546 |
| ISSN: | 2227-8885 ; |
Internformat
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| 245 | 0 | 0 | |a Sovereign risk and asset and liability management : |b conceptual issues / |c prepared by Udaibir S. Das [and others]. |
| 260 | |a [Washington, D.C.] : |b International Monetary Fund, |c ©2012. | ||
| 300 | |a 1 online resource (44 pages) | ||
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| 490 | 1 | |a IMF working paper, |x 2227-8885 ; |v WP/12/241 | |
| 500 | |a Title from PDF title page (IMF Web site, viewed Oct. 5, 2012). | ||
| 500 | |a "Monetary and Capital Markets Department." | ||
| 500 | |a "October 2012." | ||
| 504 | |a Includes bibliographical references. | ||
| 520 | |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. | ||
| 505 | 0 | |a Cover; Contents; I. Introduction; Figures; 1. Sovereign Asset and Liability Management Framework; II. Elements of an Sovereign Asset and Liability Management Framework; Boxes; 1. Comparison of Risk Management Approaches for Sovereigns and the Private Sector; A. Defining Sovereign Asset and Liability Management Objectives; B. Defining Relevant Assets and Liabilities; Tables; 1. Government Balance Sheet: Government Finance Statistics Manual Definition; 2. Stylized Economic-Risk Balance Sheet of the Sovereign; C. Sovereign Asset and Liability Management Methodologies | |
| 505 | 8 | |a 3. Stylized Sovereign Balance Sheet in the Contingent Claims Analysis4. Select Sovereign Asset and Liability Management Methodologies; D. Institutional Requirements; III. Country Experiences; A. Sovereign Balance Sheet and Sovereign Asset and Liability Management Objectives; B. Risk Management Framework; C. Institutional Setting; IV. Concluding Observations; References; Appendices; I. Select Sovereign Asset and Liability Management Methodologies; 2. Overview of Contingent Claims Analysis for the Sovereign | |
| 650 | 0 | |a Asset-liability management. |0 http://id.loc.gov/authorities/subjects/sh85008782 | |
| 650 | 0 | |a Risk management. |0 http://id.loc.gov/authorities/subjects/sh85114200 | |
| 650 | 6 | |a Gestion des actifs et des passifs. | |
| 650 | 6 | |a Gestion du risque. | |
| 650 | 7 | |a risk management. |2 aat | |
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| 650 | 7 | |a Risk management |2 fast | |
| 700 | 1 | |a Das, Udaibir S., |e editor. |0 http://id.loc.gov/authorities/names/no2002103397 | |
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| adam_text | |
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| author2 | Das, Udaibir S. |
| author2_role | edt |
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| author_GND | http://id.loc.gov/authorities/names/no2002103397 |
| author_corporate | International Monetary Fund. Monetary and Capital Markets Department |
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| contents | Cover; Contents; I. Introduction; Figures; 1. Sovereign Asset and Liability Management Framework; II. Elements of an Sovereign Asset and Liability Management Framework; Boxes; 1. Comparison of Risk Management Approaches for Sovereigns and the Private Sector; A. Defining Sovereign Asset and Liability Management Objectives; B. Defining Relevant Assets and Liabilities; Tables; 1. Government Balance Sheet: Government Finance Statistics Manual Definition; 2. Stylized Economic-Risk Balance Sheet of the Sovereign; C. Sovereign Asset and Liability Management Methodologies 3. Stylized Sovereign Balance Sheet in the Contingent Claims Analysis4. Select Sovereign Asset and Liability Management Methodologies; D. Institutional Requirements; III. Country Experiences; A. Sovereign Balance Sheet and Sovereign Asset and Liability Management Objectives; B. Risk Management Framework; C. Institutional Setting; IV. Concluding Observations; References; Appendices; I. Select Sovereign Asset and Liability Management Methodologies; 2. Overview of Contingent Claims Analysis for the Sovereign |
| ctrlnum | (OCoLC)812048235 |
| dewey-full | 332.1068/1 |
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| 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 | ZDB-4-EBU-ocn812048235 |
| illustrated | Not Illustrated |
| indexdate | 2024-11-26T14:49:07Z |
| institution | BVB |
| institution_GND | http://id.loc.gov/authorities/names/no2006113696 |
| isbn | 9781475512540 1475512546 |
| issn | 2227-8885 ; |
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| 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) text txt rdacontent computer c rdamedia online resource cr rdacarrier IMF working paper, 2227-8885 ; WP/12/241 Title from PDF title page (IMF Web site, viewed Oct. 5, 2012). "Monetary and Capital Markets Department." "October 2012." Includes bibliographical references. 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. Cover; Contents; I. Introduction; Figures; 1. Sovereign Asset and Liability Management Framework; II. Elements of an Sovereign Asset and Liability Management Framework; Boxes; 1. Comparison of Risk Management Approaches for Sovereigns and the Private Sector; A. Defining Sovereign Asset and Liability Management Objectives; B. Defining Relevant Assets and Liabilities; Tables; 1. Government Balance Sheet: Government Finance Statistics Manual Definition; 2. Stylized Economic-Risk Balance Sheet of the Sovereign; C. Sovereign Asset and Liability Management Methodologies 3. Stylized Sovereign Balance Sheet in the Contingent Claims Analysis4. Select Sovereign Asset and Liability Management Methodologies; D. Institutional Requirements; III. Country Experiences; A. Sovereign Balance Sheet and Sovereign Asset and Liability Management Objectives; B. Risk Management Framework; C. Institutional Setting; IV. Concluding Observations; References; Appendices; I. Select Sovereign Asset and Liability Management Methodologies; 2. Overview of Contingent Claims Analysis for the Sovereign Asset-liability management. http://id.loc.gov/authorities/subjects/sh85008782 Risk management. http://id.loc.gov/authorities/subjects/sh85114200 Gestion des actifs et des passifs. Gestion du risque. risk management. aat BUSINESS & ECONOMICS Finance. bisacsh Asset-liability management fast Risk management fast Das, Udaibir S., editor. http://id.loc.gov/authorities/names/no2002103397 International Monetary Fund. Monetary and Capital Markets Department. http://id.loc.gov/authorities/names/no2006113696 Print Version: 9781475512540 IMF working paper ; WP/12/241. http://id.loc.gov/authorities/names/no89010263 FWS01 ZDB-4-EBU FWS_PDA_EBU https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=568310 Volltext |
| spellingShingle | Sovereign risk and asset and liability management : conceptual issues / IMF working paper ; Cover; Contents; I. Introduction; Figures; 1. Sovereign Asset and Liability Management Framework; II. Elements of an Sovereign Asset and Liability Management Framework; Boxes; 1. Comparison of Risk Management Approaches for Sovereigns and the Private Sector; A. Defining Sovereign Asset and Liability Management Objectives; B. Defining Relevant Assets and Liabilities; Tables; 1. Government Balance Sheet: Government Finance Statistics Manual Definition; 2. Stylized Economic-Risk Balance Sheet of the Sovereign; C. Sovereign Asset and Liability Management Methodologies 3. Stylized Sovereign Balance Sheet in the Contingent Claims Analysis4. Select Sovereign Asset and Liability Management Methodologies; D. Institutional Requirements; III. Country Experiences; A. Sovereign Balance Sheet and Sovereign Asset and Liability Management Objectives; B. Risk Management Framework; C. Institutional Setting; IV. Concluding Observations; References; Appendices; I. Select Sovereign Asset and Liability Management Methodologies; 2. Overview of Contingent Claims Analysis for the Sovereign Asset-liability management. http://id.loc.gov/authorities/subjects/sh85008782 Risk management. http://id.loc.gov/authorities/subjects/sh85114200 Gestion des actifs et des passifs. Gestion du risque. risk management. aat BUSINESS & ECONOMICS Finance. bisacsh Asset-liability management fast Risk management fast |
| subject_GND | http://id.loc.gov/authorities/subjects/sh85008782 http://id.loc.gov/authorities/subjects/sh85114200 |
| 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 | Asset-liability management. http://id.loc.gov/authorities/subjects/sh85008782 Risk management. http://id.loc.gov/authorities/subjects/sh85114200 Gestion des actifs et des passifs. Gestion du risque. risk management. aat BUSINESS & ECONOMICS Finance. bisacsh Asset-liability management fast Risk management fast |
| topic_facet | Asset-liability management. Risk management. Gestion des actifs et des passifs. Gestion du risque. risk management. BUSINESS & ECONOMICS Finance. Asset-liability management Risk management |
| url | https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=568310 |
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