Joint BIS/ECB/ World Bank Public Investors Conference 2009 "Portfolio and Risk Management for Central Banks & Sovereign Wealth Funds"
The organisers particularly encourage submissions of papers in the following areas: - Organisation and governance of the risk management and portfolio management functions at central banks and sovereign wealth funds. - General equilibrium considerations for public investors in the design and selection of portfolio management strategies. - Reviews and modifications to asset allocation methodologies, portfolio construction techniques and risk models in light of the recent financial crisis - Dynamic approaches to asset allocation, portfolio construction and risk management - Processes and techniques for the active management of foreign exchange reserves and sovereign wealth funds. - Specific public sector considerations with regards to the question of active versus passive management. - Incentive structures for in-house and outsourced portfolio management. - Risk control versus risk management in the context of an active portfolio management. - Methodology for measuring and managing market and credit risk - Risk budgeting techniques for active management - Specific requirements public investors have in performance and risk attribution.
|Event dates:||2009-11-16 – 2009-11-17|
|Deadline Call for Papers:||2009-08-31|
|Organizers:||Bank for International Settlements BIS World Bank European Central Bank ECB|
|Conference venue:||Washington, DC, World Bank|
Ken Nyholm (email@example.com) Arjan Berkelaar (firstname.lastname@example.org) Joachim Coche (email@example.com)
|Classification:||E5 - Monetary Policy, Central Banking and the Supply of Money and Credit ; G1 - General Financial Markets ; G2 - Financial Institutions and Services|
|Event type:||Konferenzen, Tagungen; Conferences|