Table of Contents: Risk management for central banks and other public investors /

Other Authors:	Bindseil, Ulrich,, González, Fernando,, Tabakis, Evangelos.
Format:	Book
Language:	English
Published:	Cambridge, England : Cambridge University Press, 2009.
Subjects:	Banks and banking, Central Risk management Portfolio management

Table of Contents:

1. Central banks and other public institutions as financial investors / Ulrich Bindseil
2. Strategic asset allocation for fixed-income investors / Matti Koivu, Fernando Monar Lora, and Ken Nyholm
3. Credit risk modelling for public institutions' investment portfolios / Han van der Hoorn
4. Risk control, compliance monitoring and reporting / Andres Manzanares and Henrik Schwartzlose
5. Performance measurement / Hervé Bourquin and Roman Marton
6. Performance attribution / Roman Marton and Hervé Bourquin
7. Risk management and market impact of central bank credit operations / Ulrich Bindseil and Francesco Papadia
8. Risk mitigation measures and credit risk assessment in central bank policy operations / Fernando González and Phillipe Molitor
9. Collateral and risk mitigation frameworks of central bank policy operations : a comparison across central banks / Evangelos Tabakis and Benedict Weller
10. Risk measurement for a repo portfolio : an application to the Eurosystem's collateralized lending operations / Elke Heinle and Marti Koivu
11. Central bank financial crisis management from a risk management perspective / Ulrich Bindseil
12. Organizational issues in the risk management function of central banks / Evangelos Tabakis
13. Operational risk management in central banks / Jean-Charles Sevet.