Risk Management in Danmarks Nationalbank

By Ib Hansen (ibh@nationalbanken.dk) & Christian Olgaard

This article describes how the Nationalbank manages its financial marketrisks. The article includes figures for interest rate-, FX- and creditexposure and risk measures such as VAR and stress tests. The Nationalbankaims to be transparent and open about the risks the bank is faces with andhow they are handled.

The Nationalbank had kr. 42 billion in net capital at the end of 1999 andcore earnings of kr. 3 billion. The article shows that the

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