{"id":{"repo_id":"uiuc","oai_identifier":"oai:www.ideals.illinois.edu:2142/83035"},"canonical_url":"https://search.dev.ndltd.org/etd/uiuc/oai:www.ideals.illinois.edu:2142/83035","repository":{"repo_id":"uiuc","name":"University of Illinois - Urbana-Champaign","base_url":"https://www.ideals.illinois.edu/oai-pmh"},"display":{"title":"Export Credit Guarantees: Information Evaluation, Valuation, and Portfolio Management","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.","abstract_html":"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. 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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.","Made available in DSpace on 2015-09-25T20:55:56Z (GMT). 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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.","Made available in DSpace on 2015-09-25T20:55:56Z (GMT). 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