Péter Vereszki-Varga

Magyar Nemzeti Bank

Szabadsag ter 8-9

Budapest , H-1850

Hungary

SCHOLARLY PAPERS

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Scholarly Papers (1)

1.

The New Conceptual Risk Budget Framework and Implementation of the New FX Reserves Investment Strategy at the Central Bank of Hungary

BIS Paper No. 104k
Number of pages: 12 Posted: 13 Dec 2019
Magyar Nemzeti Bank, Magyar Nemzeti Bank, Magyar Nemzeti Bank, Magyar Nemzeti Bank and Magyar Nemzeti Bank
Downloads 11 (727,562)

Abstract:

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risk budget, risk management, expected shortfall, international reserves, strategic asset allocation, reserve adequacy