This is an edited collection of essential readings on Reserves Management andSovereign Wealth Management, from the recent SAA conference organized by the Bank for International Settlements, the European Central Bank and the World Bank Treasury. It offers an exchange of views on technical and implemental issues of financial models. INDICE: List of Illustrations - Preface - Introduction - About the Editors- Notes on Contributors - Dinner Speech: Asset Allocation in a General Equilibrium Framework; B.Litterman - PART I: CENTRAL BANK RESERVES MANAGEMENT - Global Reserves Management; K.Rybinski ; U.Krynska - Conceptual Issues in Central Bank Strategic Asset Allocation; A.Joia ; J.Coche - Strategic Asset Allocation: Balancing Short-Term Liquidity Needs and Real Capital Preservation; J.Bonza,N.Gomez ; R.Pabon - Asset Liability Management for Central Banks; U.Kisoen - Combating Intervention Risks; S.Fisher - Reserves Adequacy and Diversification; V.Sahakyan ; J.Coche - PART II: SOVEREIGN WEALTH MANAGEMENT - Asset Allocation and Portfolio Construction for Sovereign Wealth Managers; F.Weinberger, B.Lee ; D.Rogal - A Note on Portfolio Choice for Sovereign Wealth Funds; B.Scherer - Portfolio Choice for Oil Based Sovereign Wealth Funds; B.Scherer - Strategic Investment and Risk Management for Sovereign Wealth Funds; S.Claessens ; J.Kreuser - Optimal Scale and Asset Allocation for SWF: China's Case; Y.Zhang, X.Wei ; Y.Hou - The Impact of Sovereign Wealth Funds on Global Financial Markets; M.Fidora ; R.Beck - Public Investment Funds and Value-Based Generational Accounting; R.Molenaar, R.Hoevenaars ; E.Ponds - Notes - Bibliography - Appendix- Index
- ISBN: 978-0-230-58089-3
- Editorial: Palgrave Macmillan
- Encuadernacion: Cartoné
- Páginas: 416
- Fecha Publicación: 09/12/2009
- Nº Volúmenes: 1
- Idioma: Inglés