David Jamieson Bolder
This author no longer works for the BIS.
- Fixed income portfolio analytics: a practical guide to implementing, monitoring and understanding fixed-income portfolios, Springer, ISBN 978-3-319-12667-8, 2015.
- " The Canadian debt-strategy model: an overview of the principal elements" (with S Deeley), Bank of Canada Discussion Papers, 2011-3, 2011.
- " Combining Canadian interest-rate forecasts" (with Y Romanyuk), in Interest rate models, asset allocation, and quantitative techniques for central banks and sovereign wealth funds, Palgrave Macmillan, 2010, Chapter 1, pp 3-30.
- " Liability management with inflation-linked products" (with M Anthony, A Marès and N Sagnes), in Inflation risks and products: the complete guide, RiskBooks, 2008, Chapter 20, pp 535-63.
- " Combining Canadian interest-rate forecasts" (with Y Romanyuk), Bank of Canada Working Papers, 2008-34, 2008.
- " The Canadian debt strategy model", Bank of Canada Review, summer 2008.
- " Examining simple joint macroeconomic and term structure models: a practitioner's perspective" (with S Liu), Bank of Canada Working Papers, 2007-49, 2007.
- " Optimization in a simulation setting: use of function approximation in debt strategy analysis" (with T Rubin), Bank of Canada Working Papers, 2007-13, 2007.
- " Model term-structure dynamics for risk management: a practitioner's perspective", Bank of Canada Working Papers, 2006-48, 2006.
- " An empirical analysis of the Canadian term structure of zero-coupon interest rates" (with G Johnson and A Metzler), Bank of Canada Working Papers, 2004-48, 2004.
- " How should we manage the debt?" (with C Lee-Sing), in Is the debt war over? Dispatches from Canada's fiscal frontline, McGill Queens University Press, 2004, Chapter 7, pp 279-304.
- " A stochastic simulation framework for the Government of Canada's debt strategy", Bank of Canada Working Papers, 2003-10, 2003.
- " Exponentials, polynomials, and Fourier series: more yield curve modelling at the Bank of Canada" (with S Gusba), Bank of Canada Working Papers, 2002-29, 2002.
- " Towards a more complete debt strategy simulation framework", Bank of Canada Working Papers, 2002-13, 2002.
- " Affine term-structure models: theory and implementation", Bank of Canada Working Papers, 2001-15, 2001.
- " Yield curve modelling at the Bank of Canada", Bank of Canada Technical Reports, no 84, 1999.
- " Easing restrictions on the stripping and reconstitution of Government of Canada bonds", Bank of Canada Working Papers, 1998-8, 1998.