Other publications may include books, quarterly reviews, annual reports and economic bulletins from the ECB, PhD theses and Danmarks Nationalbank’s policies.
Sensitivity Analysis of Denmark's International Investment Position
Compilation of Denmark's international investment position are now done quarterly on a very detailed basis. This makes it possible to analyse the sensitivity of the net external debt to fluctuations in exchange rates and in share and bond prices. The method of analysis, Value-at-Risk (VaR), shows that quarterly fluctuations in the net external debt of approximately kr. 50 billion as a result of developments in the currency, share and bond markets may be expected from time to time.