Zobrazeno 1 - 10
of 16
pro vyhledávání: '"Foreign reserves management"'
"The investment of foreign exchange reserves or other asset portfolios requires an assessment of the credit quality of investment counterparties. Traditionally, foreign exchange reserve and other asset managers relied on credit rating agencies (CRAs)
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9d64168729b1656c6d101453c08c87a2
https://hdl.handle.net/10419/251029
https://hdl.handle.net/10419/251029
Publikováno v:
Expert Journal of Finance, Vol 5, Pp 31-40 (2017)
The focus of this study has been on the economic implications of foreign reserves management on the performance of the Nigerian economy. Despite declaration of huge external reserves, the reserves had depleted drastically and economic indicators have
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doajarticles::8fe9f94c586214a83abc867f505a294e
http://finance.expertjournals.com/23597712-504/
http://finance.expertjournals.com/23597712-504/
The investment of foreign exchange reserves or other asset portfolios requires an assessment of the credit quality of counterparties. Traditionally, foreign exchange reserve managers and other investors have relied on credit rating agencies (CRAs) as
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8ab178b88778c17d66830292705a56c8
https://hdl.handle.net/10419/200476
https://hdl.handle.net/10419/200476
Autor:
Muller, Philippe, Bourque, Jérôme
The investment of foreign exchange reserves or other asset portfolios requires an assessment of the credit quality of investment counterparties. Traditionally, foreign exchange reserve and asset managers have relied on credit rating agencies (CRAs) a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7b3f063b3349273255b129ca00ad649c
https://hdl.handle.net/10419/200477
https://hdl.handle.net/10419/200477
One of the main outcomes of the global financial crisis has been a series of new regulations imposed on the financial system and specifically on banks. As a result of the changing regulations, bank dealers introduced various “credit” and “liqui
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a09a1b1e57f2517757dbd7bb349868f2
Autor:
Schroth, Josef
Foreign direct investment inflows are positively related to growth across developing countries—but so are savings in excess of investment. I develop an explanation for this well-established puzzle by focusing on the limited availability of consumer
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3939394461a0494e301146e062c51b3e
Liquidity, risk, and return: specifying an objective function for the management of foreign reserves
Autor:
Romanyuk, Yuliya
Publikováno v:
Applied Stochastic Models in Business and Industry. 28:175-193
An objective function is a key component of a strategic portfolio management model used to determine the optimal allocations of assets and, possibly, their associated liabilities over some investment horizon. The author discusses investment philosoph
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8313486f39682ded58bd824a541d55dd
https://doi.org/10.1002/asmb.1921
https://doi.org/10.1002/asmb.1921
Autor:
Rivadeneyra, Francisco, Dissou, Oumar
The authors describe the liabilities model of the Exchange Fund Account (EFA). The EFA is managed using an asset-liability matching framework that requires currency and duration matching of both sides of the balance sheet. The model chooses the mix o
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2c62e45ed76422c09fd5eb0cbbb88ad9
Autor:
Romanyuk, Yuliya
Relevant literature on asset-liability management (ALM) is reviewed and different ALM approaches are discussed that may be of interest to the Bank of Canada for the purpose of modelling the Exchange Fund Account (EFA). The author describes the genera
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ec9f8300e40a31007acac9ba38c2ff30
https://hdl.handle.net/10419/66919
https://hdl.handle.net/10419/66919
Publikováno v:
SSRN Electronic Journal.
This paper studies the implications of introducing an explicit policy objective to the management of foreign reserves at a central bank. A dynamic model is developed which links together reserves management and the exchange rate by foreign exchange i
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::55e98bedbe896d55cec04d040ff136c5
https://doi.org/10.2139/ssrn.900394
https://doi.org/10.2139/ssrn.900394