A primer for risk measurement of bonded debt from the perspective of a sovereign debt manager [[electronic resource] /] / [prepared by] Michael Papaioannou
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| Autore: |
Papaioannou Michael G
|
| Titolo: |
A primer for risk measurement of bonded debt from the perspective of a sovereign debt manager [[electronic resource] /] / [prepared by] Michael Papaioannou
|
| Pubblicazione: | [Washington, D.C.], : International Monetary Fund, c2006 |
| Descrizione fisica: | 1 online resource (49 p.) |
| Soggetto topico: | Risk - Econometric models |
| Interest rates - Econometric models | |
| Credit - Econometric models | |
| Liquidity (Economics) - Econometric models | |
| Government securities - Econometric models | |
| Debts, Public - Econometric models | |
| Soggetto genere / forma: | Electronic books. |
| Note generali: | "August 2006." |
| Nota di bibliografia: | Includes bibliographical references (p. 45-47). |
| Nota di contenuto: | ""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"" |
| Titolo autorizzato: | A primer for risk measurement of bonded debt from the perspective of a sovereign debt manager |
| ISBN: | 1-4623-1246-2 |
| 1-4527-1987-X | |
| 1-282-44811-0 | |
| 9786613821300 | |
| 1-4519-9197-5 | |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | 9910464586603321 |
| Lo trovi qui: | Univ. Federico II |
| Opac: | Controlla la disponibilità qui |
Serie:
IMF working paper ; ; WP/06/195.