02739nam 2200673Ia 450 991046458660332120170918214823.01-4623-1246-21-4527-1987-X1-282-44811-097866138213001-4519-9197-5(CKB)3360000000443169(EBL)3014311(SSID)ssj0000940024(PQKBManifestationID)11596391(PQKBTitleCode)TC0000940024(PQKBWorkID)10948456(PQKB)10995982(OCoLC)698585482(MiAaPQ)EBC3014311(EXLCZ)99336000000044316920070815d2006 uf 0engur|n|---|||||txtccrA primer for risk measurement of bonded debt from the perspective of a sovereign debt manager[electronic resource] /[prepared by] Michael Papaioannou[Washington, D.C.] International Monetary Fundc20061 online resource (49 p.)IMF working paper ;WP/06/195"August 2006."1-4518-6455-8 Includes bibliographical references (p. 45-47).""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""IMF working paper ;WP/06/195.RiskEconometric modelsInterest ratesEconometric modelsCreditEconometric modelsLiquidity (Economics)Econometric modelsGovernment securitiesEconometric modelsDebts, PublicEconometric modelsElectronic books.RiskEconometric models.Interest ratesEconometric models.CreditEconometric models.Liquidity (Economics)Econometric models.Government securitiesEconometric models.Debts, PublicEconometric models.Papaioannou Michael G933501International Monetary Fund.Monetary and Capital Markets Dept.MiAaPQMiAaPQMiAaPQBOOK9910464586603321A primer for risk measurement of bonded debt from the perspective of a sovereign debt manager2168894UNINA