Name: Central Bank Reserves and Sovereign Wealth Management By A. Berkelaar
SKU: 9780230580893
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Central Bank Reserves and Sovereign Wealth Management Summary

Central Bank Reserves and Sovereign Wealth Management by A. Berkelaar

This is an edited collection of essential readings on Reserves Management and Sovereign Wealth Management,fromthe 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.

About A. Berkelaar

ARJAN B. BERKELAAR is Head of Risk Management at Kaust Investment Management Company (KIMC) US. Prior to joining KIMC, he
worked as Principal Investment Officer at the World Bank Treasury where he was responsible for developing investment strategies
and advising internal and external clients on asset allocation and related policy matters.

JOACHIM COCHE works as Senior Asset Management Specialist at the Bank for International Settlements (BIS) in Basle, Switzerland, where he advises central bank clients in the management of foreign exchange reserves. Prior to joining the BIS, he worked at the World Bank Treasury where he focused on the development of asset allocation strategies for the Bank's fixed income portfolios.

KEN NYHOLM works in the Risk Management Division of the European Central Bank, focusing on the practical implementation of financial and quantitative techniques in the area of fixed-income strategic asset allocation for the bank's domestic and foreign currency portfolios, as well as asset and liability management for pensions.

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

Additional information

Sku

NPB9780230580893

ISBN 13

9780230580893

ISBN 10

0230580890

Title

Central Bank Reserves and Sovereign Wealth Management by A. Berkelaar

Author

A. Berkelaar

Condition

New

Binding type

Hardback

Publisher

Palgrave Macmillan

Year published

2009-12-09

Number of pages

362

Prizes

N/A

Cover note

Book picture is for illustrative purposes only, actual binding, cover or edition may vary.

Note

This is a new book - be the first to read this copy. With untouched pages and a perfect binding, your brand new copy is ready to be opened for the first time

Central Bank Reserves and Sovereign Wealth Management A. Berkelaar

Central Bank Reserves and Sovereign Wealth Management by A. Berkelaar

Summary

Central Bank Reserves and Sovereign Wealth Management Summary

Central Bank Reserves and Sovereign Wealth Management by A. Berkelaar

About A. Berkelaar

Table of Contents

Additional information

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