UK Debt Management Office
Ultra long-dated UK gilts could provide data to value long-term liabilities
Sovereign debt managers criticise ban on naked credit default swaps
Ban could harm government debt markets, according to UK DMO – dealers say any prohibition would backfire
The online Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Download the CQF brochure.
More UK Debt Management Office articles
Leading provider of longevity derisking calls for governments to enter the market
Risk awards 2011
Using CPI instead of RPI was intended to save money - but could end up costing UK pension funds billions
With inflation continuing to trend higher than the Bank of England’s target rate, index-linked gilts are growing increasingly attractive to investors.
Sovereign credit default swaps (CDSs) are not to blame for the budget woes of European governments, say market participants, despite calls from politicians and regulators to ban the instruments. The...
Governments issued sovereign bonds like they were going out of fashion in 2009. In many countries, extensive recapitalisation programmes for domestic banks and other measures of economic stimuli have had...
The Bank of England (BoE) will expand its asset purchase facility, or ‘quantitative easing’, by £50 billion to £175 billion, it said today.
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.