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100   $a20070815d2006      uf             0
101 0 $aeng
135   $aur|n|---|||||
181   $ctxt
182   $cc
183   $acr
200 12$aA primer for risk measurement of bonded debt from the perspective of a sovereign debt manager$b[electronic resource] /$f[prepared by] Michael Papaioannou
210   $a[Washington, D.C.] $cInternational Monetary Fund$dc2006
215   $a1 online resource (49 p.)
225 1 $aIMF working paper ;$vWP/06/195
300   $a"August 2006."
311   $a1-4518-6455-8 
320   $aIncludes bibliographical references (p. 45-47).
327   $a""Contents""; ""I. INTRODUCTION""; ""II. MEASUREMENT OF MARKET RISK""; ""III. MEASUREMENT OF CREDIT RISK""; ""IV. MEASUREMENT OF LIQUIDITY RISK""; ""V. AN INTEGRATED APPROACH TO RISK SENSITIVITY FOR A SECURITY WITH N RISK FACTORS""; ""VI. AN INTEGRATED APPROACH TO RISK SENSITIVITY FOR A PORTFOLIO WITH N RISK FACTORS""; ""VII. EPILOGUE""; ""YIELD DEFINITIONS""; ""THE VALUE-AT-RISK (VAR) METHODOLOGY""; ""REFERENCES""
410  0$aIMF working paper ;$vWP/06/195.
606   $aRisk$xEconometric models
606   $aInterest rates$xEconometric models
606   $aCredit$xEconometric models
606   $aLiquidity (Economics)$xEconometric models
606   $aGovernment securities$xEconometric models
606   $aDebts, Public$xEconometric models
608   $aElectronic books.
615  0$aRisk$xEconometric models.
615  0$aInterest rates$xEconometric models.
615  0$aCredit$xEconometric models.
615  0$aLiquidity (Economics)$xEconometric models.
615  0$aGovernment securities$xEconometric models.
615  0$aDebts, Public$xEconometric models.
700   $aPapaioannou$b Michael G$0933501
712 02$aInternational Monetary Fund.$bMonetary and Capital Markets Dept.
801  0$bMiAaPQ
801  1$bMiAaPQ
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906   $aBOOK
912   $a9910464586603321
996   $aA primer for risk measurement of bonded debt from the perspective of a sovereign debt manager$92168894
997   $aUNINA

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