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Bank of Canada RSS Feedsen2024-03-29T07:51:43+00:00Modelling the Asset-Allocation and Liability Strategy for Canada’s Foreign Exchange Reserves
https://www.bankofcanada.ca/wp-content/uploads/2013/05/boc-review-spring13-rivadeneyra.pdf
The Bank of Canada recently developed an asset-liability-matching model to aid in the management of Canada’s foreign exchange reserves. The model allows policy-makers at the Bank and the Department of Finance to analyze asset-allocation and funding-mix decisions by quantifying both the risk-return and liquidity trade-offs for the assets, as well as the risk-cost trade-offs of the funding liabilities.2013-05-16T07:37:03+00:00enModelling the Asset-Allocation and Liability Strategy for Canada’s Foreign Exchange Reserves2013-05-16