Interest Rate Models Asset Allocation And Quantitative Techniques For Central Banks And Sovereign Wealth Funds
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Interest Rate Models Asset Allocation And Quantitative Techniques For Central Banks And Sovereign Wealth Funds
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Author : A. Berkelaar
language : en
Publisher: Springer
Release Date : 2009-11-30
Interest Rate Models Asset Allocation And Quantitative Techniques For Central Banks And Sovereign Wealth Funds written by A. Berkelaar and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-11-30 with Political Science categories.
This edited volume contains essential readings for financial analysts and market practitioners working at Central Banks and Sovereign Wealth Funds. It presents the reader with state-of-the-art methods that are directly implementable, and industry 'best-practices' as followed by leading institutions in their field.
Central Bank Reserves And Sovereign Wealth Management
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Author : A. Berkelaar
language : en
Publisher: Springer
Release Date : 2009-12-09
Central Bank Reserves And Sovereign Wealth Management written by A. Berkelaar and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-12-09 with Political Science categories.
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.
Procyclicality In Central Bank Reserve Management
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Author : Jukka Pihlman
language : en
Publisher: International Monetary Fund
Release Date : 2010-06-01
Procyclicality In Central Bank Reserve Management written by Jukka Pihlman and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-06-01 with Business & Economics categories.
A decade-long diversification of official reserves into riskier investments came to an abrupt end at the beginning of the global financial crisis, when many central bank reserve managers started to withdraw their deposits from the banking sector in an apparent flight to quality and safety. We estimate that reserve managers pulled around US$500 billion of deposits and other investments from the banking sector. Although clearly not the main cause, this procyclical investment behavior is likely to have contributed to the funding problems of the banking sector, which required offsetting measures by other central banks such as the Federal Reserve and Eurosystem central banks. The behavior highlights a potential conflict between the reserve management and financial stability mandates of central banks. This paper analyzes reserve managers’ actions during the crisis and draws some lessons for strategic asset allocation of reserves going forward.
High Dimensionality In Statistics And Portfolio Optimization
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Author : Konstantin Glombek
language : en
Publisher: BoD – Books on Demand
Release Date : 2012
High Dimensionality In Statistics And Portfolio Optimization written by Konstantin Glombek and has been published by BoD – Books on Demand this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012 with categories.
Iclssee 2022
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Author : Eko Eddya Supriyanto
language : en
Publisher: European Alliance for Innovation
Release Date : 2022-08-08
Iclssee 2022 written by Eko Eddya Supriyanto and has been published by European Alliance for Innovation this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-08-08 with Social Science categories.
This book contains the proceedings of the International Conference on Law, Social Science, Economics, and Education (ICLSSEE 2022) on 16 April 2022 in Indonesia. This conference was held in collaboration between Nusantara Training and Research (NTR) with Borobudur University Jakarta, 17 Agustus 1945 University (UNTAG), and the Research and Development Agency of the Ministry of Home Affairs. The papers from the conference were collected in a proceedings book entitled: Proceedings of The International Conference on Law, Social Science, Economics, and Education (ICLSSEE 2022). The presentation of such a conference covering multi-disciplines will contribute a lot of inspiring inputs and new knowledge on current trending in Law, Social Science, Economics, and Education. Thus, this will contribute to the next young generation's researchers to produce innovative research findings. Hopefully, the scientific attitude and skills through research will promote the development of knowledge generated through research from various scholars in various regions. Finally, we would like to express our greatest gratitude to all the steering committee colleagues for their cooperation in administering and arranging the conference. Hopefully, this seminar and conference will be continued in the coming years with many more insightful articles from inspiring research. We would also like to thank the invited speakers for their invaluable contribution and for sharing their vision in their talks. We hope to meet you again at the next conference of ICLSSEE.
International Convergence Of Capital Measurement And Capital Standards
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Author :
language : en
Publisher: Lulu.com
Release Date : 2004
International Convergence Of Capital Measurement And Capital Standards written by and has been published by Lulu.com this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004 with Bank capital categories.
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Author : أحمد إبراهيم دهشان
language : ar
Publisher: YDhshan
Release Date : 2015-04-08
written by أحمد إبراهيم دهشان and has been published by YDhshan this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-04-08 with Business & Economics categories.
إن أهمية الاستثمار (الأجنبي بصفة عامة وبصفة خاصة إذا كان لديه ملائة مالية كبيرة كصناديق الثروة السيادية) يتمثل في إعطاء قوة دفع للاقتصاد المحلي بتحسين قدرته على التفاعل مع الاقتصاد العالمي والمشاركة في العملية الإنتاجية الدولية بحيث يكون هذا الاستثمار جزءً أساسياً من الرافعة التي تنقل الاقتصاد إلى اقتصاد أكثر كفاءة مرتبط بالاقتصاد العالمي ومساهم في العملية الإنتاجية الدولية. وبسبب الحجم الهائل لصناديق الثروة السيادية يتخوف من استخدامها لنفوذها المالى للسيطرة على أصول استراتيجية بسبب الدعم الحكومى لها وعدم خضوعها لقواعد السوق لذا تتم المطالبة بوضع الضوابط وتطبيق معايير الشفافية عليها. وتتجلى الأهمية الاقتصادية للاستثمار وعلاقته بالمتغيرات الاقتصادية من خلال الدور الذي يلعبه في مسار النشاط الاقتصادي وتطوره حركياً ولاسيما وأنه وثيق الارتباط والصلة بصورة مباشرة وغير مباشرة، بمتغيرات الادخار والدخل والاستهلاك، ومستوى التشغيل والبطالة، ومعدل النمو، والتنمية الاقتصادية.
The Var Modeling Handbook Practical Applications In Alternative Investing Banking Insurance And Portfolio Management
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Author : Greg N. Gregoriou
language : en
Publisher: McGraw Hill Professional
Release Date : 2010-02-22
The Var Modeling Handbook Practical Applications In Alternative Investing Banking Insurance And Portfolio Management written by Greg N. Gregoriou and has been published by McGraw Hill Professional this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-02-22 with Business & Economics categories.
Value-at-Risk (VaR) is a powerful tool for assessing market risk in real time—a critical insight when making trading and hedging decisions. The VaR Modeling Handbook is the most complete, up-to-date reference on the subject for today’s savvy investors, traders, portfolio managers, and other asset and risk managers. Unlike market risk metrics such as the Greeks, or beta, which are applicable to only certain asset categories and sources of market risk, VaR is applicable to all liquid assets, making it a reliable indicator of total market risk. For this reason, among many others, VaR has become the dominant method for estimating precisely how much money is at risk each day in the financial markets. The VaR Modeling Handbook is a profound volume that delivers practical information on measuring and modeling risk specifically focused on alternative investments, banking, and the insurance sector. The perfect primer to The VaR Implementation Handbook (McGraw- Hill), this foundational resource features The experience of 40 internationally recognized experts Useful perspectives from a wide range of practitioners, researchers, and academics Coverage on applying VaR to hedge fund strategies, microcredit loan portfolios, and economic capital management approaches for insurance companies Each illuminating chapter in The VaR Modeling Handbook presents a specific topic, complete with an abstract and conclusion for quick reference, as well as numerous illustrations that exemplify covered material. Practitioners can gain in-depth, cornerstone knowledge of VaR by reading the handbook cover to cover or take advantage of its user-friendly format by using it as a go-to resource in the real world. Financial success in the markets requires confident decision making, and The VaR Modeling Handbook gives you the knowledge you need to use this state-of-the-art modeling method to successfully manage financial risk.
Index To Theses With Abstracts Accepted For Higher Degrees By The Universities Of Great Britain And Ireland And The Council For National Academic Awards
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Author :
language : en
Publisher:
Release Date : 2008
Index To Theses With Abstracts Accepted For Higher Degrees By The Universities Of Great Britain And Ireland And The Council For National Academic Awards written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008 with Dissertations, Academic categories.
Macrofinance Model Of The Czech Economy
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Author : International Monetary Fund
language : en
Publisher: International Monetary Fund
Release Date : 2012-03-01
Macrofinance Model Of The Czech Economy written by International Monetary Fund and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-03-01 with Business & Economics categories.
The paper developes a VAR macrofinance model of the Czech economy. It shows that yield misalignments from the yields implied by the macrofinance model partially determine subsequent yield changes over three to nine months. These yield misalignments tend to persist for a number of months. This persistence of the misalignments was explained by (a) the fact that the macro-economy influences asset markets only at lower frequencies, (b) the liquidity effect particularly during the times of capital inflows to Czech Republic, and (c) the fact that not all misalignments were greater than their historical one standard deviation.