外汇储备的风险管理战略分析框架【外文翻译】.doc

文档介绍：外文文献原文Tital:Strategicforeignreservesriskmanagement:AnalyticalFrameworkMaterialSource:AnnOperRes(2007)152:79–113Aurhor:StijiClaessens·JeromeKreuserAbstract:Wepresentananalyticalframeworkforactiveforeignexchangereservesmanagementthatintegratesrisk-returnobjectiveswithmacroeconomic,macro-,doesnotrestricttheclassofeligiblestochasticprocessesorlimittheinvestmentuniverse,,liquidity,returns,-,:Reservesmanagement;ALMAsset;,frombroadmacro-economypolicyobjectives,arypolicyandforeignexchangemanagement,tomicro-aspects,,constraintsarisingfromlegal,humanresources,assetmarkets,-economicaspectsofreservesmanagementhavebeenmuchanalyzed,theycontinuetodrawattention,-,oftentheseaspectsarenotbei