Coverart for item
The Resource Risk management for central bank foreign reserves, editors, Carlos Bernadell ... [and others]

Risk management for central bank foreign reserves, editors, Carlos Bernadell ... [and others]

Label
Risk management for central bank foreign reserves
Title
Risk management for central bank foreign reserves
Statement of responsibility
editors, Carlos Bernadell ... [and others]
Contributor
Subject
Language
eng
Cataloging source
IT-FiEUI
Illustrations
illustrations
Index
no index present
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/relatedWorkOrContributorName
  • Bernadell, Carlos
  • European Central Bank
http://library.link/vocab/subjectName
  • Bank reserves
  • Risk management
  • Banks and banking, Central
Label
Risk management for central bank foreign reserves, editors, Carlos Bernadell ... [and others]
Link
http://www.ecb.europa.eu/pub/pdf/other/riskmanagecbreserves2004en.pdf
Instantiates
Publication
Bibliography note
Includes bibliographic references
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier.
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent.
Contents
  • Part 1.
  • General framework and strategies. Strategic asset allocation for foreign exchange reserves -- Thoughts on investment guidelines for institutions with special liquidity and capital preservation requirements -- A
  • framework for strategic foreign reserves risk management -- Asset allocation for central banks: optimally combining liquidity, duration, currency and non-government risk -- Reaching for yield: selected issues for reserves managers -- The
  • risk of diversification -- Currency reserve management by dual benchmark optimisation
  • Part 2.
  • Specifics of risk measurement and management. Risk systems in central bank reserves management -- Corporate bonds in central bank reserves portfolios: a strategic asset allocation perspective -- Setting counterparty credit limits for the reserves portfolio -- Multi-factor risk analysis of bond portfolios -- Managing market risks: a balance sheet approach -- Ex post risk attribution in a value-at-risk framework -- Ruin theory revisited: stochastic models for operational risks
  • Part 3.
  • Case studies. Risk management practices at the ECB -- Management of currency distribution and duration -- Foreign reserves risk management in Hong Kong -- Performance attribution analysis: a homemade solution -- Performance attribution for fixed income portfolios in Central Bank of Brazil international reserve management -- Management of the international reserve liquidity portfolio -- Determining neutral duration in the Bank of Israel's dollar portfolio
Control code
FIEb13094336
Dimensions
25 cm.
Extent
367 pages
Isbn
9789291814978
Media category
unmediated
Media MARC source
rdamedia.
Media type code
  • n
Other physical details
illustrations
System control number
(OCoLC)55758275
Label
Risk management for central bank foreign reserves, editors, Carlos Bernadell ... [and others]
Link
http://www.ecb.europa.eu/pub/pdf/other/riskmanagecbreserves2004en.pdf
Publication
Bibliography note
Includes bibliographic references
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier.
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent.
Contents
  • Part 1.
  • General framework and strategies. Strategic asset allocation for foreign exchange reserves -- Thoughts on investment guidelines for institutions with special liquidity and capital preservation requirements -- A
  • framework for strategic foreign reserves risk management -- Asset allocation for central banks: optimally combining liquidity, duration, currency and non-government risk -- Reaching for yield: selected issues for reserves managers -- The
  • risk of diversification -- Currency reserve management by dual benchmark optimisation
  • Part 2.
  • Specifics of risk measurement and management. Risk systems in central bank reserves management -- Corporate bonds in central bank reserves portfolios: a strategic asset allocation perspective -- Setting counterparty credit limits for the reserves portfolio -- Multi-factor risk analysis of bond portfolios -- Managing market risks: a balance sheet approach -- Ex post risk attribution in a value-at-risk framework -- Ruin theory revisited: stochastic models for operational risks
  • Part 3.
  • Case studies. Risk management practices at the ECB -- Management of currency distribution and duration -- Foreign reserves risk management in Hong Kong -- Performance attribution analysis: a homemade solution -- Performance attribution for fixed income portfolios in Central Bank of Brazil international reserve management -- Management of the international reserve liquidity portfolio -- Determining neutral duration in the Bank of Israel's dollar portfolio
Control code
FIEb13094336
Dimensions
25 cm.
Extent
367 pages
Isbn
9789291814978
Media category
unmediated
Media MARC source
rdamedia.
Media type code
  • n
Other physical details
illustrations
System control number
(OCoLC)55758275

Library Locations

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