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Portfolio and Risk Management for Central Banks and Sovereign Wealth Funds
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Portfolio and Risk Management for Central Banks and Sovereign Wealth Funds comprises the first set of papers that were presented at the Joint BIS/ECB/World Bank conference held in Washington DC on 16-17 November 2009. It presents state-of-the-art techniques on the implementation of strategic asset allocation approaches in public organizations. The relevance, however, is not limited to the traditional Central Banking investment sector. In fact, the greater coverage and reach is exemplified by the contributions from leading institutions in the financial sector. The book is a natural continuation of the conference proceedings published after the 2008 conference, and again strives to contribute to the articulation of industry standards with regards to methods and techniques relevant for public investors working in the areas of Reserves Management and Asset Modeling. Concrete and practical, this book belongs on the shelf of every financial analyst and modeler working in public wealth-management.
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