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Description
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 |
This item appears in the following Collection(s)
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Dissertations - Agricultural and Consumer Economics
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Graduate Dissertations and Theses at Illinois
Graduate Theses and Dissertations at Illinois