Texto para discussão n. 18: sovereign debt risk modeling and portfolio management
This paper presents a compilation of interesting models to treat sovereign debt portfolio applied to debt management offices. It starts with an analytical balance sheet and net worth optimization and evolves onto policy decisions based on deterministic and stochastic debt simulation models. Impor...
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| Main Author: | |
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| Format: | Texto para Discussão |
| Language: | Inglês |
| Published: |
Secretaria do Tesouro Nacional (STN)
2015
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| Subjects: | |
| Online Access: | http://repositorio.enap.gov.br/handle/1/4468 |
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