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Determinants of Currency Composition of Reserves: a Portfolio Theory Approach with an Application to RMB

Determinants of Currency Composition of Reserves: a Portfolio Theory Approach with an Application to RMB »

Source: Determinants of Currency Composition of Reserves: a Portfolio Theory Approach with an Application to RMB

Volume/Issue: 2019/52

Series: IMF Working Papers

Author(s): Yinqiu Lu , and Yilin Wang

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 08 March 2019

ISBN: 9781498302562

Keywords: Central banks, Capital account convertibility, Central bank aggregates, Investment policy, Monetary authorities, currency composition, FX reserves, portfolio theory, RMB, numeraire

The way central banks manage their foreign reserve assets has evolved over the past decades. One major trend is managing reserves in two or more tranches-liquidity tranche and investment tranche-especially for thos...

Determinants of Currency Composition of Reserves: a Portfolio Theory Approach with an Application to RMB

Determinants of Currency Composition of Reserves: a Portfolio Theory Approach with an Application to RMB »

Volume/Issue: 2019/52

Series: IMF Working Papers

Author(s): Yinqiu Lu , and Yilin Wang

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 08 March 2019

DOI: http://dx.doi.org/10.5089/9781498302562.001

ISBN: 9781498302562

Keywords: Central banks, Capital account convertibility, Central bank aggregates, Investment policy, Monetary authorities, currency composition, FX reserves, portfolio theory, RMB, numeraire

The way central banks manage their foreign reserve assets has evolved over the past decades. One major trend is managing reserves in two or more tranches-liquidity tranche and investment tranche-especially for thos...