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2475
result(s)
January 25, 2012
Collateral Portfolios and Adverse Dependence
Content Type(s):
Publications,
Financial System Review articles
January 24, 2012
An Overview of Risk Management at Canadian Banks
Content Type(s):
Publications,
Financial System Review articles
A Model of the EFA Liabilities
Staff Discussion Paper 2011-11
Francisco Rivadeneyra,
Oumar Dissou
The authors describe the liabilities model of the Exchange Fund Account (EFA). The EFA is managed using an asset-liability matching framework that requires currency and duration matching of both sides of the balance sheet.
Content Type(s):
Staff research,
Staff discussion papers
Research Topic(s):
Debt management,
Foreign reserves management
JEL Code(s):
G,
G1,
G12,
G3,
G32