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Gilt Market

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.

TitleSizeDate Published
PDFContext for decisions on the Debt Management Office’s financing remit an extract from the Debt Management Report 2017-18
155KB
8 Mar 2017
PDFContext for decisions on the Debt Management Office’s financing remit an extract from the Debt Management Report 2016-17
243KB
16 Mar 2016
PDFContext for decisions on the Debt Management Office’s financing remit an extract from the Debt and Reserves Management Report 2015-16
223KB
18 Mar 2015
PDFContext for decisions on the Debt Management Office’s financing remit an extract from the Debt and Reserves Management Report 2014-15
128KB
19 Mar 2014
Assessing the cost effectiveness of index-linked bond issuance a methodical approach, illustrated using UK examples.
328KB
28 Mar 2013
PDFQuantitative analysis of debt service cost and risk an extract from the Debt and Reserves Management Report 2013-14
107KB
20 Mar 2013
PDFQuantitative analysis of debt service cost and risk an extract from the Debt and Reserves Management Report 2012-13
79KB
21 Mar 2012
PDFPrinciples and Trade-offs When Making Issuance Choices in the UK
50KB
30 Sep 2011
PDFQuantitative analysis of debt service cost and risk an extract from the Debt and Reserves Management Report 2011-12
104KB
23 Mar 2011
PDFPotential innovations in debt management an extract from the DMO Annual Review 2008-09
18KB
28 Aug 2009
PDFThe Portfolio Simulation Tool an extract from the DMO Annual Review 2008-09.
2MB
28 Aug 2009
PDFThe strategic debt analysis model and a comparison of debt issuance strategies an extract from the Debt and Reserves Management Report 2009-10.
77KB
22 Apr 2009
PDFStrategic Debt Analysis (SDA) an extract from the DMO Annual Review 2005-06
602KB
16 Aug 2006
PDFA simulation model for the analysis of the UK's sovereign debt strategy
327KB
16 Aug 2006
PDFSmoothing the way for ultra long bonds as published in FTSE Global Markets July/August 2005
410KB
23 Jun 2005
PDFThe UK Government's debt management strategy (extract from the DMO Annual Review 2003-04)
118KB
20 Jul 2004
PDFThe Development of Alternative Trading Systems in the UK Gilt Market: Lessons and Implications
46KB
November 2001
PDFStripping Facilities as published in The Actuary
38KB
July 2000
PDFThe DMO's Yield Curve Model (this model has now been superseded by the VRP yield curve model developed by the Bank of England)
44KB
July 2000
PDFDealership Markets and Transparency: A Brief Literature Review
30KB
May 2000

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