2002 | OriginalPaper | Buchkapitel
The Rapid Implementation of Asset/Liability Models for Sovereign Risk Management
verfasst von : Prof. Dr. Jerome L. Kreuser
Erschienen in: Programming Languages and Systems in Computational Economics and Finance
Verlag: Springer US
Enthalten in: Professional Book Archive
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Uncertainty makes economic and project management more difficult for any entity. This is especially true for sovereigns that have experienced substantial financial volatility and shocks in the last decade, especially those with substantial debt and commodity price exposures. Furthermore, the development of a strategic approach at the country level for the analysis of that uncertainty has lagged behind as most approaches exclude, for example, trade flows and fiscal dimensions. A World Bank research project undertook to rectify that situation. In this paper, we will focus on those aspects of that project related to the systems technology and its selection, development, and refinement for central banks and ministries of finance in developing countries. We will show how those selections make the transfer of the technology feasible and implementable in sovereign institutions.