DMO Research
Research and articles produced by the DMO
Available below are some research papers and other articles produced by the DMO on debt management and various issues relating to bond markets.
| Title | Size | Date Published |
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Context for decisions on the Debt Management Office’s financing remit an extract from the Debt Management Report 2017-18 |
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Context for decisions on the Debt Management Office’s financing remit an extract from the Debt Management Report 2016-17 |
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Context for decisions on the Debt Management Office’s financing remit an extract from the Debt and Reserves Management Report 2015-16 |
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| Context for decisions on the Debt Management Office’s financing remit an extract from the Debt and Reserves Management Report 2014-15 | ||
| Assessing the cost effectiveness of index-linked bond issuance a methodical approach, illustrated using UK examples. | ||
| Quantitative analysis of debt service cost and risk an extract from the Debt and Reserves Management Report 2013-14 | ||
| Quantitative analysis of debt service cost and risk an extract from the Debt and Reserves Management Report 2012-13 | ||
| Principles and Trade-offs When Making Issuance Choices in the UK | ||
| Quantitative analysis of debt service cost and risk an extract from the Debt and Reserves Management Report 2011-12 | ||
| Potential innovations in debt management an extract from the DMO Annual Review 2008-09 | ||
| The Portfolio Simulation Tool an extract from the DMO Annual Review 2008-09. | ||
| The strategic debt analysis model and a comparison of debt issuance strategies an extract from the Debt and Reserves Management Report 2009-10. | ||
| Strategic Debt Analysis (SDA) an extract from the DMO Annual Review 2005-06 | ||
| A simulation model for the analysis of the UK's sovereign debt strategy | ||
| Smoothing the way for ultra long bonds as published in FTSE Global Markets July/August 2005 | ||
| The UK Government's debt management strategy (extract from the DMO Annual Review 2003-04) | ||
| The Development of Alternative Trading Systems in the UK Gilt Market: Lessons and Implications | ||
| Stripping Facilities as published in The Actuary | ||
| The DMO's Yield Curve Model (this model has now been superseded by the VRP yield curve model developed by the Bank of England) | ||
| Dealership Markets and Transparency: A Brief Literature Review |