Central Bank Reserves and Sovereign Wealth Management by A. BerkelaarCentral Bank Reserves and Sovereign Wealth Management by A. Berkelaar

Central Bank Reserves and Sovereign Wealth Management

byA. BerkelaarEditorJ. Coche, K. Nyholm

Hardcover | December 9, 2009

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This is an edited collection of essential readings on Reserves Management and Sovereign 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.
ARJAN B. BERKELAAR is Head of Risk Management at Kaust Investment Management Company (KIMC) US. Prior to joining KIMC, heworked as Principal Investment Officer at the World Bank Treasury where he was responsible for developing investment strategiesand advising internal and external clients on asset allocation and related policy matters...
Title:Central Bank Reserves and Sovereign Wealth ManagementFormat:HardcoverDimensions:362 pages, 8.5 × 5.51 × 1.2 inPublished:December 9, 2009Publisher:Palgrave MacmillanLanguage:English

The following ISBNs are associated with this title:

ISBN - 10:0230580890

ISBN - 13:9780230580893


Table of Contents

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