Angel Gavilan

Banco de España

Alcala 50

Madrid 28014

Spain

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Scholarly Papers (1)

Risk Management for Sovereign Debt Financing with Sustainability Conditions

Globalization and Monetary Policy Institute Working Paper No. 367
Number of pages: 49 Posted: 31 Oct 2019
University of Cyprus, University of Palermo - d/SEAS, European Stability Mechanism, European Stability Mechanism, Banco de España and European Union - European Investment Bank
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Abstract:

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sovereign debt, sustainability, debt financing, optimization, stochastic programming, scenario analysis, conditional Value-at-Risk, risk measures