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Turkish treasury simulation model for debt strategy analysis

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  • Balibek, Emre
  • Memis, Hamdi Alper
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    Abstract

    Governments raise funds to meet their financing needs using a range of fixed income securities and loans with different maturities, interest rates, and exchange rate structures. Public debt managers need to consider various policy objectives when deciding on the structure of the public liability portfolio. This paper describes a simulation model developed at the Turkish Treasury to assist the decision-making process in debt strategy formulation. The model is used to analyze the medium and long-term consequences of alternative debt management strategies in terms of cost and risk characteristics, and provides key inputs to decision making.

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    Bibliographic Info

    Paper provided by The World Bank in its series Policy Research Working Paper Series with number 6091.

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    Date of creation: 01 Jun 2012
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    Handle: RePEc:wbk:wbrwps:6091

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    Keywords: Debt Markets; Emerging Markets; Economic Theory&Research; External Debt; Banks&Banking Reform;

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    1. Diebold, Francis X. & Li, Canlin, 2006. "Forecasting the term structure of government bond yields," Journal of Econometrics, Elsevier, vol. 130(2), pages 337-364, February.
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