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 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