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Delegated Portfolio Management, Benchmarking, and the Effects on Financial Markets

Delegated Portfolio Management, Benchmarking, and the Effects on Financial Markets »

Source: Delegated Portfolio Management, Benchmarking, and the Effects on Financial Markets

Volume/Issue: 2015/198

Series: IMF Working Papers

Author(s): Deniz Igan , and Marcelo Pinheiro

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 08 September 2015

ISBN: 9781513586878

Keywords: Delegated portfolio management, Informativeness, Contagion, Home bias, market, markets, prices, price, value, Portfolio Choice,

We analyze the implications of linking the compensation of fund managers to the return of their portfolio relative to that of a benchmark-a common solution to the agency problem in delegated portfolio management. I...

Monaco

Monaco »

Source: Monaco : Assessment of the Supervision and Regulation of the Financial Sector Volume I-Review of Financial Sector Regulation and Supervision

Volume/Issue: 2003/262

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 26 August 2003

ISBN: 9781451824858

Keywords: portfolio management, mutual funds, money laundering, due diligence, supervisory authorities

This review of the financial sector regulation and supervision in Monaco in the context of the offshore Financial center assessment program contains technical advice and recommendations given by the IMF in response...

Monaco

Monaco »

Source: Monaco : Assessment of the Supervision and Regulation of the Financial Sector Volume II--Detailed Assessment of Observance of Standards and Codes

Volume/Issue: 2003/263

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 26 August 2003

ISBN: 9781451824865

Keywords: portfolio management, mutual fund, mutual funds, money laundering, internal controls

The detailed assessments of the Offshore Financial Center Assessment of Monaco reviews the assessments of the Anti-Money Laundering and Combating the Financing of Terrorism (AML/CFT) related principles of the Basel...

Is Foreign Debt Portfolio Management Efficient in Emerging Economies?

Is Foreign Debt Portfolio Management Efficient in Emerging Economies? »

Source: Is Foreign Debt Portfolio Management Efficient in Emerging Economies?

Volume/Issue: 2001/121

Series: IMF Working Papers

Author(s): Khaled Hussein

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2001

ISBN: 9781451854381

Keywords: emerging economies, cointegration, debt portfolio, currency composition, debt management, International Lending and Debt Problems,

This paper develops a simple model of foreign debt portfolio management. The model suggests that, under mild conditions, the currency composition of a country's foreign debt portfolio is responsive to exchange rate...

Sovereign Wealth Funds: Aspects of Governance Structures and Investment Management

Sovereign Wealth Funds: Aspects of Governance Structures and Investment Management »

Source: Sovereign Wealth Funds : Aspects of Governance Structures and Investment Management

Volume/Issue: 2013/231

Series: IMF Working Papers

Author(s): Abdullah Al-Hassan , Michael Papaioannou , Martin Skancke , and Cheng Chih Sung

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 11 November 2013

ISBN: 9781475518610

Keywords: Corporate governance, Asset management, Investment policy, International financial markets, Risk management, Sovereign wealth funds, Transparency, governance structure, investment management, macroeconomic coordination

This paper presents in a systematic (normative) manner the salient features of a SWF‘s governance structure, in relation to its objectives and investment management that can ensure its efficient operation and enhan...

Medium-Term Debt Management Strategy

Medium-Term Debt Management Strategy »

Source: Medium-Term Debt Management Strategy : Analytical Tool Manual

Volume: 19

Series: Technical Notes and Manuals

Author(s): Emre Balibek , Tobias Haque , Diego Rivetti , and Miriam Tamene

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 15 May 2019

ISBN: 9781498314961

Keywords: Debt management, Medium-term debt strategy, Debt strategy, MTDS, Debt Management Strategy, Debt Management, Debt Portfolio Cost and Risk Analysis, Medium term debt Strategy, worksheet, exist debt

This report provides guidance on using the Analytical Tool of the Medium-Term Debt Management Strategy (MTDS). The MTDS framework consists of a methodology, published as the ‘Guidance Note for Developing a Medium-T...

Investment Objectives of Sovereign Wealth Funds

Investment Objectives of Sovereign Wealth Funds »

Source: Investment Objectives of Sovereign Wealth Funds : A Shifting Paradigm

Volume/Issue: 2011/19

Series: IMF Working Papers

Author(s): Iva Petrova , Jukka Pihlman , Peter Kunzel , and Yinqiu Lu

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2011

ISBN: 9781455211968

Keywords: Portfolio Choice, Investment and Risk Management, Government Policy and Regulation, pension, pension reserve, investment objectives, pension fund, risk management, International Finance: General, General Financial Markets: Government Policy and Regulation,

While SWF investment objectives to some extent reflect inherent characteristics, notable differences in strategic asset allocation (SAA) exist even amongst SWFs of similar types. Even so, this paper shows that the...

Sovereign Risk and Asset and Liability Management

Sovereign Risk and Asset and Liability Management »

Source: Sovereign Risk and Asset and Liability Management : Conceptual Issues

Volume/Issue: 2012/241

Series: IMF Working Papers

Author(s): Udaibir Das , Yinqiu Lu , Michael Papaioannou , and Iva Petrova

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 04 October 2012

ISBN: 9781475511833

Keywords: Sovereign asset and liability management, sovereign balance sheet, reserve management, central bank, government debt, currency composition, external debt, International Lending and Debt Problems, Portfolio Choice, Asset Pricing

Country practices towards managing financial risks on a sovereign balance sheet continue to evolve. Each crisis period, and its legacy on sovereign balance sheets, reaffirms the need for strengthening financial ris...

Medium-Term Debt Management Strategy Analytical Tool

Medium-Term Debt Management Strategy Analytical Tool »

Source: Medium-Term Debt Management Strategy Analytical Tool : Data Preparation Manual

Volume: 19

Series: Technical Notes and Manuals

Author(s): Emre Balibek , Tobias Haque , Diego Rivetti , and Miriam Tamene

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 15 May 2019

ISBN: 9781498314985

Keywords: Interest rates on loans, Domestic debt, Interest rates, International capital markets, Special Drawing Rights, MTDS, Debt Management Strategy, Debt Management, Debt Portfolio Cost and Risk Analysis, Medium Term Debt Strategy

Medium-Term Debt Management Strategy Analytical Tool: Data Preparation Manual...

Procyclical Behavior of Institutional Investors During the Recent Financial Crisis

Procyclical Behavior of Institutional Investors During the Recent Financial Crisis »

Source: Procyclical Behavior of Institutional Investors During the Recent Financial Crisis : Causes, Impacts, and Challenges

Volume/Issue: 2013/193

Series: IMF Working Papers

Author(s): Michael Papaioannou , Joonkyu Park , Jukka Pihlman , and Han Hoorn

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 11 September 2013

ISBN: 9781484336083

Keywords: Crisis management, Asset management, Financial crises, Financial instruments, Financial institutions, Financial crisis, International financial markets, Investment, Private sector, long-term investments

This paper (i) provides evidence on the procyclical investment behavior of major institutional investors during the global financial crisis; (ii) identifies the main factors that could account for such behavior; (i...