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Central bank reserves and sovereign wealth management / edited by Arjan B. Berkelaar, Joachim Coche and Ken Nyholm.

Contributor(s): Publication details: Basingstoke [England] ; New York : Palgrave Macmillan, 2010.Description: liii, 362 p. : ill. ; 23 cmISBN:
  • 9780230580893 :
  • 0230580890 :
Subject(s): LOC classification:
  • HG1811 .C454 2010
Contents:
Global reserves management / Krzysztof Rybinski and Urszula Krynska -- Framework and process for strategic asset allocation in central bank foreign exchange reserves management / Alex Joia and Joachin Coche -- Strategic asset allocation: balancing short-term liquidity needs and real capital preservation for central banks / Javier Bonza, Norma Goḿez and Reinaldo Paboń -- Assets and liabilities management for central banks / Urmila Kisoen -- Combating intervention risk / Stephen John Fisher -- Reserves adequacy and composition / Coche Joachim and Vahe Sahakyan -- Strategic asset allocation and portfolio construction for sovereign wealth managers / Bernard Lee, David Rogal and Weinberger -- A note on portfolio choice sovereign wealth funds / Bernd Scherer -- Portfolio choice for oil based sovereign wealth funds / Bernd Scherer -- Strategic investment and risk management for sovereign wealth funds / Stijn Claessens and Jerome Kreuser -- Optimal scale and asset allocation for sovereign wealth funds: China's case / Yueyan Zhang and Xianhua Wei -- Foreign exchange reserves and sovereign wealth funds: will they change the global financial landscape? / Roland Beck and Michael Fidora -- Public investment funds and value-based generational accounting / Roy P.M.M. Hoevenaars, Roderick D.J. Molenaar and Eduard H.M. Ponds.
Summary: "This book comprises the papers presented and discussed at the SAA conference, held 24-25 November 2008. It offers an exchange of views on technical and implemental issues of financial models relevant for strategic asset allocation"--Provided by publisher.

Includes bibliographical references and index.

"This book comprises the papers presented and discussed at the SAA conference, held 24-25 November 2008. It offers an exchange of views on technical and implemental issues of financial models relevant for strategic asset allocation"--Provided by publisher.

Global reserves management / Krzysztof Rybinski and Urszula Krynska -- Framework and process for strategic asset allocation in central bank foreign exchange reserves management / Alex Joia and Joachin Coche -- Strategic asset allocation: balancing short-term liquidity needs and real capital preservation for central banks / Javier Bonza, Norma Goḿez and Reinaldo Paboń -- Assets and liabilities management for central banks / Urmila Kisoen -- Combating intervention risk / Stephen John Fisher -- Reserves adequacy and composition / Coche Joachim and Vahe Sahakyan -- Strategic asset allocation and portfolio construction for sovereign wealth managers / Bernard Lee, David Rogal and Weinberger -- A note on portfolio choice sovereign wealth funds / Bernd Scherer -- Portfolio choice for oil based sovereign wealth funds / Bernd Scherer -- Strategic investment and risk management for sovereign wealth funds / Stijn Claessens and Jerome Kreuser -- Optimal scale and asset allocation for sovereign wealth funds: China's case / Yueyan Zhang and Xianhua Wei -- Foreign exchange reserves and sovereign wealth funds: will they change the global financial landscape? / Roland Beck and Michael Fidora -- Public investment funds and value-based generational accounting / Roy P.M.M. Hoevenaars, Roderick D.J. Molenaar and Eduard H.M. Ponds.

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