Combating intervention risk [electronic resource] / Stephen Fisher.
Material type:
FilmSeries: Henry Stewart talksBusiness & management collection. Risk management for sovereign institutions: Publisher: London : Henry Stewart Talks, 2012Description: 1 online resource (1 streaming video file (34 min.) : color, sound)Subject(s): Asset allocation | Banks and banking | Foreign exchange administration | Foreign exchange reserves | Risk managementOnline resources: Click here to access online | Series Animated audio-visual presentation with synchronized narration.
Title from title frames.
Contents: Foreign exchange intervention -- Speculative attack -- Foreign reserves management -- Treatment of intervention and reserves management together -- Dynamic asset allocation -Diversification -- State dependent probability transition matrix -- Intervention policy rule -- Insolvency -- IMF -- Latin volatility -- Asian dominance -- NZ FX intervention -- Aggressive asset allocation -- Conservative asset allocation -- Practical implications.
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Mode of access: World Wide Web.