Central Bank Reserves and Sovereign Wealth Management

Front Matter....Pages i-liii
Front Matter....Pages 1-1
Global Reserves Management....Pages 3-40
Framework and Process for Strategic Asset Allocation in Central Bank Foreign Exchange Reserves Management....Pages 41-72
Strategic Asset Allocation: Balancing Short-Term Liquidity Needs and Real Capital Preservation for Central Banks....Pages 73-102
Assets and Liabilities Management for Central Banks....Pages 103-139
Combating Intervention Risk....Pages 140-161
Reserves Adequacy and Composition....Pages 162-177
Front Matter....Pages 179-179
Strategic Asset Allocation and Portfolio Construction for Sovereign Wealth Managers....Pages 181-219
A Note on Portfolio Choice for Sovereign Wealth Funds....Pages 220-230
Portfolio Choice for Oil Based Sovereign Wealth Funds....Pages 231-246
Strategic Investment and Risk Management for Sovereign Wealth Funds....Pages 247-284
Optimal Scale and Asset Allocation for Sovereign Wealth Funds: China’s Case....Pages 285-308
Foreign Exchange Reserves and Sovereign Wealth Funds: Will They Change the Global Financial Landscape?....Pages 309-327
Public Investment Funds and Value-Based Generational Accounting....Pages 328-348
Back Matter....Pages 349-362