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Risk management has become an increasingly important tool for achieving strategic debt targets, and is now an integral part of a wider strategic debt management framework based on benchmarks in most jurisdictions. However, this study shows that the extent and sophistication of risk management...
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the onset of the Covid-19 pandemic, controlling for portfolio and macro-financial variables, margin breaches did not. Our …
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Using variance decompositions in vector auto-regressions (VARs) we model a high-dimensional network of European CDS spreads to assess the transmission of credit risk to the non-financial corporate sector. Our findings suggest a sectoral clustering in the CDS network, where financial institutions...
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This report synthesises an OECD project to develop a framework and a set of statistical indicators that can be used to assess the digital security (cybersecurity) risk management practices of businesses. A survey instrument aligned with the framework was developed and piloted. After a general...
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