Central bank asset allocation [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 (29 min.) : color, sound)Subject(s): Asset allocation | Banks and banking, Central | Portfolio management | Risk managementOnline resources: Click here to access online | Series Animated audio-visual presentation with synchronized narration.
Title from title frames.
Contents: Central bank asset allocation -- Optimal currency mix -- Portfolio diversification -- Traditional central bank asset allocation approach -- Portfolio efficiency -- Currency and bond correlation -- Quantitative treatment of credit risk -- Liquidity modeling -- Total portfolio risk -- Government and non-government risk -- Minimum risk portfolio -- Currency diversification -- Maximum portfolio efficiency.
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Mode of access: World Wide Web.