Guidelines for Foreign Exchange Reserve Management: Accompanying Document and Case Studies

Manuals & Guides, April 15, 2005

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Guidelines for Foreign Exchange Reserve Management: Accompanying Document and Case Studies

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Bibliographic details

• Published: April 15, 2005
• Series: Manuals & Guides
• DOI: https://doi.org/10.5089/9781589062610.069

Overview

• Accompanying document to the Guidelines for Foreign Exchange Reserve Management (IMF, 2004).
• Presents case studies prepared by reserve management entities in 20 countries.
• Illustrates how countries at different stages of economic and financial development and institutional structure have developed reserve management capacity.
• Emphasizes country-specific strategies based on policy environments and offers insights and suggestions for strengthening reserve management policy frameworks.
• Publication date: April 15, 2005.
• Format: 205 pages.

Major themes and content focus

• Reserve management capacity building across diverse institutional settings.
• Strategies and examples covering the areas addressed in the Guidelines for Foreign Exchange Reserve Management.
• Practical illustrations of:
  • Asset and liability management
  • Liquidity management and liquidity portfolios
  • Market risk and portfolio management
  • Credit risk and securities lending
  • Currency risk and currencies exposure
  • Reserves portfolio structure and ratio of reserve
• Target audiences: reserve managers, central banks, financial authorities seeking policy and operational guidance.

Key findings and illustrative insights

• Case studies show a range of strategies adapted to country-specific policy environments.
• Countries at different development stages have implemented differing approaches to:
  • Balancing liquidity needs and return objectives
  • Managing market risk and credit risk in reserves portfolios
  • Structuring reserves portfolios for operational requirements
  • Implementing institutional arrangements for reserves management

Metadata, classification, and identifiers

• Subjects: Asset and liability management; Banking; Central banks; Credit risk; Currencies; Financial regulation and supervision; International reserves; Liquidity; Market risk; Money; Reserves management.
• Keywords: country case studies; credit card ABS; Credit risk; Currencies; currency risk; East Asia; Europe; Global; International reserves; Liquidity; liquidity portfolio; M&G; market; Market risk; portfolio; portfolio management statistics; portfolio manager; ratio of reserve; reserve; Reserves management; reserves portfolio; risk; securities lending; ST debt.
• DOI: https://doi.org/10.5089/9781589062610.069
• Stock No: GFEREA2005001
• ISBN: 9781589062610
• ISSN: 2663-3744

International Monetary Fund. Guidelines for Foreign Exchange Reserve Management: Accompanying Document and Case Studies, April 15, 2005, 205 pages.