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University of Illinois at Urbana-Champaign
Export Credit Guarantees: Information Evaluation, Valuation, and Portfolio Management
Abstract
dc:descriptionThe 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.
Degree
thesis:*- Name thesis:degree_name
- Ph.D.
- Level thesis:degree_level
- Dissertation
- Discipline thesis:degree_discipline
- Agricultural Economics
- Grantor
- University of Illinois at Urbana-Champaign
- Year dc:date
- 2015
Author and committee
dc:creator, dc:contributor.*- Author dc:creator
-
- Diersen, Matthew Allen
- Contributors dc:contributor
-
- Sherrick, Bruce J.
Subjects
dc:subject × 1Rights
- Language dc:language
- eng
Identifiers
dc:identifier.*- Identifier
- (MiAaPQ)AAI9944832
- OAI identifier oai:identifier
- oai:www.ideals.illinois.edu:2142/83035