DMO Risk Controlling Workshop

September 26 & 27, 2024, in Frankfurt/Main, Germany

Current Challenges and Solutions in Risk Modelling within Debt Management

September 26, 2024

11:30 amRegistration & welcome 
12:00 noonLunch 
01:00 pmOpening remarks
Eva Grunwald & Achim Kopf, Bundesrepublik Deutschland - Finanzagentur GmbH
 
01:15 pmAverage Interest Cost – A Novel Cost and Risk Measure and its Applications in Public Debt Management
Philipp Sicking, Bundesrepublik Deutschland - Finanzagentur GmbH

PDF

PDF PAPER

02:15 pmDigital Transformation of Risk Management at the Austrian Treasury
Oliver Ebner, Österreichische Bundesfinanzierungsagentur GmbH
PDF
03:15 pmCoffee break 
03:45 pmUK Term Premia over Time
Ketish Pothalingam & Marian Stoykov, UK DMO
PDF
04:45 pmEnd of day 1 
07:00 pmJoint dinner (optional) 

September 27, 2024

09:00 amDrivers of Demand at Government Bond Auctions
Jakob Shida, Bundesrepublik Deutschland - Finanzagentur GmbH
PDF
10:00 amState Dependent Debt Strategy Model
Adam Epp, Bank of Canada
PDF
11:00 amCoffee break 
11:15 amAI @ German Debt Management
Tatjana Lemke & Felix Klameth, Bundesrepublik Deutschland - Finanzagentur GmbH
PDF
12:15 pmLunch break 
01:15 pmAsset Liability Management
Emil Knipschildt Bille, Danmarks Nationalbank
PDF
02:15 pmTerm Premia and Interest Rate Swaps
Vetle Øye Opheim, Norges Bank
PDF
03:15 pmFeedback & end of workshop 

Olof-Palme-Straße 35
60439 Frankfurt/Main
Germany

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