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 |
|---|---|---|
|
Context for decisions on the Debt Management Office’s financing remit an extract from the Debt and Reserves Management Report 2024-25 |
1075KB | 13 Mar 2024 |
|
Context for decisions on the Debt Management Office’s financing remit an extract from the Debt Management Report 2023-24 |
169KB | 28 Nov 2023 |
|
Context for decisions on the Debt Management Office’s financing remit an extract from the Debt Management Report 2022-23 |
712KB | 28 Nov 2023 |
|
Context for decisions on the Debt Management Office’s financing remit an extract from the Debt Management Report 2021-22 |
325KB | 28 Nov 2023 |
|
Context for decisions on the Debt Management Office’s financing remit an extract from the Debt Management Report 2020-21 |
341KB | 28 Nov 2023 |
|
Context for decisions on the Debt Management Office’s financing remit an extract from the Debt Management Report 2019-20 |
250KB | 28 Nov 2023 |
|
Context for decisions on the Debt Management Office’s financing remit an extract from the Debt Management Report 2018-19 |
302KB | 28 Nov2023 |
|
Context for decisions on the Debt Management Office’s financing remit an extract from the Debt Management Report 2017-18 |
155KB | 8 Mar 2017 |
|
Context for decisions on the Debt Management Office’s financing remit an extract from the Debt Management Report 2016-17 |
243KB | 16 Mar 2016 |
|
Context 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 |
| Context 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 |
| Quantitative analysis of debt service cost and risk an extract from the Debt and Reserves Management Report 2013-14 | 107KB | 20 Mar 2013 |
| Quantitative analysis of debt service cost and risk an extract from the Debt and Reserves Management Report 2012-13 | 79KB | 21 Mar 2012 |
| Principles and Trade-offs When Making Issuance Choices in the UK | 50KB | 30 Sep 2011 |
| Quantitative analysis of debt service cost and risk an extract from the Debt and Reserves Management Report 2011-12 | 104KB | 23 Mar 2011 |
| Potential innovations in debt management an extract from the DMO Annual Review 2008-09 | 18KB | 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 2009-10. | 77KB | 22 Apr 2009 |
| Strategic Debt Analysis (SDA) an extract from the DMO Annual Review 2005-06 | 602KB | 16 Aug 2006 |
| A simulation model for the analysis of the UK's sovereign debt strategy | 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 (this model has now been superseded by the VRP yield curve model developed by the Bank of England) | 44KB | July 2000 |
| Dealership Markets and Transparency: A Brief Literature Review | 30KB | May 2000 |