Portfolio selection for management of foreign exchange reserves
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Portfolio selection for management of foreign exchange reserves

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Published by Dept. of Economic Analysis and Policy, Reserve Bank of India in Mumbai .
Written in English


Book details:

Edition Notes

StatementS.R. Mohan, et al.
The Physical Object
Pagination50 p.
Number of Pages50
ID Numbers
Open LibraryOL24050528M
LC Control Number2010316191

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Preface. The Guidelines for Foreign Exchange Reserve Management have been developed as part of a broader work program undertaken by the Fund to help strengthen the international financial . Information on official foreign exchange reserves should be publicly disclosed on a pre-announced schedule. Accountability and assurances of integrity by agencies responsible for reserve management The conduct of reserve management activities should be included in the annual audit of the reserve management . For the purpose of estimating the year wise foreign exchange reserves of India, some major key input parameters which are found to be mostly relevant in this regard have been identified for using in our proposed ANN based model for estimating Foreign Exchange Reserves Cited by: 1. dollar in (Graph 1). Currently, the Bank’s foreign exchange reserves portfolio is valued at around A$42 billion. Holding foreign exchange reserve assets presents both financial and policy challenges for the Bank. While reserves File Size: KB.

  Questions about the management of foreign exchange reserves are likely to acquire increased prominence among the range of issues facing many central banks. Basic questions concerning the amount and form of reserves Cited by: 1. Overview of reserve management and accumulation. Reserves accumulation trends. The scale of FX reserves accumulation by the NBP has been broadly in line with global trends over the past two decades. At the end of October , FX reserves –ie assets denominated in foreign . The objectives for the management of the ECB’s foreign reserves are, in order of importance: liquidity, security and returns. The ECB’s foreign reserves portfolio consists of US dollars, Japanese yen, Chinese renminbi (CNY), gold and special drawing rights. their balance sheet arises from foreign reserve assets. Successful foreign reserves management ensures that the capacity to intervene in the foreign exchange markets exists when needed, while simultaneously minimising the costs of holding reserves. Risk management of foreign reserves .

The principles of best practice in official reserve management are no longer contested. Subject to strict liquidity and volatility constraints, foreign exchange reserves are to be managed against viable, risk . Holding foreign exchange reserve assets presents both financial and policy challenges for the Bank. While reserves can be an important tool for meeting a number of policy objectives, including the .   The Reserve Bank of India publishes half-yearly reports on management of foreign exchange reserves as part of its efforts towards enhanced transparency and levels of disclosure. . In recent years, however, the country's gold and foreign-exchange reserves have increased significantly, so much so that the efficient management thereof has become a key activity in the Bank, with the view to acquiring a satisfactory return within acceptable risk parameters. That is, a portion of the Bank's foreign-.