| Strategic asset allocation for foreign exchange reserves
|
2004 |
Cardon, Pierre |
| A framework for strategic foreign reserves risk management
|
2004 |
Claessens, Stijn |
| Asset allocation for central banks : optimally combining liquidity, duration, currency and non-government risk
|
2004 |
Fisher, Stephen J. |
| Multi-factor risk analysis of bond portfolios
|
2004 |
Dynkin, Lev |
| Ex post risk attribution in a value-at-risk framework
|
2004 |
Puschkarski, Eugen |
| Determining neutral duration in the Bank of Israel's dollar portfolio
|
2004 |
Assouline, Janet |
| Corporate bonds in central bank reserves portfolios : a strategic asset allocation perspective
|
2004 |
Grava, Roberts L. |
| Ruin theory revisited : stochastic models for operational risk
|
2004 |
Embrechts, Paul |
| Management of the international reserve liquidity portfolio
|
2004 |
|
| Reaching for yield : selected issues for reserves managers
|
2004 |
Remolona, Eli M. |
| Setting counterparty credit limits for the reserves portfolio
|
2004 |
Ramaswamy, Srichander |
| Risk management practices at the ECB
|
2004 |
Rogers, Ciarán |
| Management of currency distribution and duration
|
2004 |
|
| Performance attribution analysis : a homemade solution
|
2004 |
Simicak, Alojz |
| Performance attribution for fixed income portfolios in Central Bank of Brazil international reserves management
|
2004 |
Francisco, Antonio |
| Thoughts on investment guidelines for institutions with special liquidity and capital preservation requirements
|
2004 |
Putnam, Bluford H. |
| The risk of diversification
|
2004 |
Ferket, Peter |
| Currency reserve management by dual benchmark optimisation
|
2004 |
Gintschel, Andreas |
| Risk systems in central bank reserves management
|
2004 |
Dwyer, Mark |
| Managing market risks : a balance sheet approach
|
2004 |
Boertje, Bert |
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