Foreign reserves management - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-28T13:47:20+00:00Liquidity, Risk, and Return: Specifying an Objective Function for the Management of Foreign Reserves
https://www.bankofcanada.ca/2010/09/discussion-paper-2010-13/
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.2010-09-21T14:25:10+00:00enLiquidity, Risk, and Return: Specifying an Objective Function for the Management of Foreign Reserves2010-09-21Foreign reserves managementDiscussion paper 2010-13 https://www.bankofcanada.ca/wp-content/uploads/2010/09/dp10-13.pdfLiquidity, Risk, and Return: Specifying an Objective Function for the Management of Foreign ReservesYuliya RomanyukSeptember 2010GG1G11Asset-Liability Management: An Overview
https://www.bankofcanada.ca/2010/08/discussion-paper-2010-10/
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).2010-08-04T07:43:32+00:00enAsset-Liability Management: An Overview2010-08-04Foreign reserves managementDiscussion Paper 2010-10https://www.bankofcanada.ca/wp-content/uploads/2010/08/dp10-10.pdfAsset-Liability Management: An OverviewYuliya RomanyukAugust 2010GG1G11