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Title:Export Credit Guarantees: Information Evaluation, Valuation, and Portfolio Management
Author(s):Diersen, Matthew Allen
Doctoral Committee Chair(s):Sherrick, Bruce J.
Department / Program:Agricultural Economics
Discipline:Agricultural Economics
Degree Granting Institution:University of Illinois at Urbana-Champaign
Degree:Ph.D.
Genre:Dissertation
Subject(s):Economics, Finance
Abstract:The third aspect examined is the management of a guarantee portfolio. A framework is needed to understand the tradeoff between extending guarantees and their expected liability to the guarantor. The actions of a guarantor are modeled, and it is shown that a risk-efficient guarantee program would operate on a frontier. The existing General Sales Manager guarantee portfolio is then modeled, and the portfolio's sensitivity to potential policy changes and external shocks is examined. The results quantify the impacts of changes in activity level, coverage, and other terms.
Issue Date:1999
Type:Text
Language:English
Description:201 p.
Thesis (Ph.D.)--University of Illinois at Urbana-Champaign, 1999.
URI:http://hdl.handle.net/2142/83035
Other Identifier(s):(MiAaPQ)AAI9944832
Date Available in IDEALS:2015-09-25
Date Deposited:1999


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