Portfolio and Risk Management for Central Banks and Sovereign Wealth Funds - Hardcover

Coche, Joachim; Nyholm, Ken; Petre, Gabriel

 
9780230273535: Portfolio and Risk Management for Central Banks and Sovereign Wealth Funds
Hardcover
ISBN 10: 023027353X ISBN 13: 9780230273535
Publisher: Palgrave Macmillan, 2010

Synopsis

This book contains original readings on Reserves Management for central banks and sovereign wealth funds. It aims to outline best practice in respect of strategic asset allocation, facilitating knowledge-sharing across organizations and encouraging collaboration and dialogue between reserves and asset management specialists in the organizations.

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About the Author

JOACHIM COCHE is Senior Asset Management Specialist at the Bank for International Settlements in Basle, Switzerland. He has previously worked at the World Bank Treasury, and was Senior Economist at the European Central Bank. His research interests include asset management, asset and liability modelling and central bank reserves management.

KEN NYHOLM is Senior Economist at the European Central Bank, Germany. His work focuses on the implementation of financial and quantitative techniques in the area of fixed-income strategic asset allocation for the Bank's domestic and foreign currency portfolios. He has published numerous articles on yield curve modelling and financial market microstructure.

GABRIEL PETRE is Senior Investment Strategist at the World Bank, USA, responsible for developing asset allocation strategies for the Bank's retirement funds. He previously worked as part of a team managing the foreign reserves portfolio of the National Bank of Romania.

"About this title" may belong to another edition of this title.

Publisher
Palgrave Macmillan
Publication date
2010
Language
English
ISBN 10 
023027353X
ISBN 13 
9780230273535
Binding
Hardcover
Number of pages
287