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
Potential innovations in debt management an extract from the DMO Annual Review 2008-09.	2MB	28 Aug 2009
The Portfolio Simulation Tool an extract from the DMO Annual Review 2008-09.	2MB	28 Aug 2009
The strategic debt analysis model and a comparison of debt issuance strategies an extract from the Debt and Reserves Management Report 2007-08.	77KB	21 Mar 2007
A simulation model for the analysis of the UK's sovereign debt strategy a paper by Andreas Pick and Myrvin Anthony	327KB	16 Aug 2006
Smoothing the way for ultra long bonds as published in FTSE Global Markets July/August 2005	410KB	23 Jun 2005
The UK Government's debt management strategy (extract from the DMO Annual Review 2003-04)	118KB	20 Jul 2004
The Development of Alternative Trading Systems in the UK Gilt Market: Lessons and Implications	46KB	November 2001
Stripping Facilities as published in The Actuary	38KB	July 2000
The DMO's Yield Curve Model	44KB	July 2000
Dealership Markets and Transparency: A Brief Literature Review	30KB	May 2000