Arbeitspapier
Asset-liability management: An overview
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). The author describes the general idea behind ALM, its pros and cons, risk measures and strategies, as well as some applications. Particular attention is paid to central bank reserves management. Ideas and suggestions are offered for future research on the ALM framework for the EFA.
- Language
-
Englisch
- Bibliographic citation
-
Series: Bank of Canada Discussion Paper ; No. 2010-10
- Classification
-
Wirtschaft
Portfolio Choice; Investment Decisions
- Subject
-
Foreign reserves management
Geldpolitik
Zentralbank
Währungsreserven
Management
Kanada
- Event
-
Geistige Schöpfung
- (who)
-
Romanyuk, Yuliya
- Event
-
Veröffentlichung
- (who)
-
Bank of Canada
- (where)
-
Ottawa
- (when)
-
2010
- DOI
-
doi:10.34989/sdp-2010-10
- Handle
- Last update
-
10.03.2025, 11:43 AM CET
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Romanyuk, Yuliya
- Bank of Canada
Time of origin
- 2010
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