Reserve Management and the Use of Ratings at the Swiss National Bank

3 Pages Posted: 6 Oct 2014

See all articles by Jean-Pierre Danthine

Jean-Pierre Danthine

University of Lausanne - Institute of Banking and Finance (IBF); Centre for Economic Policy Research (CEPR); Swiss Finance Institute

Date Written: July 2013

Abstract

This paper was presented at the panel session entitled “Risk managers on default probability for prime sovereigns”, held during the seminar on sovereign risk hosted by the BIS in January 2013.

Full publication: Sovereign Risk: A World Without Risk-Free Assets?

Suggested Citation

Danthine, Jean-Pierre, Reserve Management and the Use of Ratings at the Swiss National Bank (July 2013). BIS Paper No. 72x, Available at SSRN: https://ssrn.com/abstract=2473990

Jean-Pierre Danthine (Contact Author)

University of Lausanne - Institute of Banking and Finance (IBF) ( email )

Lausanne, 1015
Switzerland
+41 21 692 3485 (Phone)
+41 21 692 3335 (Fax)

HOME PAGE: http://www.hec.unil.ch/jdanthine/

Centre for Economic Policy Research (CEPR)

London
United Kingdom

Swiss Finance Institute ( email )

c/o University of Geneve
40, Bd du Pont-d'Arve
1211 Geneva, CH-6900
Switzerland

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