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Portfolio and Risk Management for Central Banks and Sovereign Wealth Funds

Authors: Coche, Joachim, Nyholm, Ken, Petre, Gabriel

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  • ISBN 978-0-230-27353-5
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About this book

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.

About the authors

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.

Buy this book

Hardcover $130.00
price for USA
  • ISBN 978-0-230-27353-5
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.

Services for this book

Bibliographic Information

Bibliographic Information
Book Title
Portfolio and Risk Management for Central Banks and Sovereign Wealth Funds
Authors
Copyright
2011
Publisher
Palgrave Macmillan UK
Copyright Holder
Palgrave Macmillan, a division of Macmillan Publishers Limited
Hardcover ISBN
978-0-230-27353-5
Edition Number
1
Number of Pages
XXI, 266
Topics