Reserves Management

6 Pages Posted: 13 Dec 2019

See all articles by Ayman Alsayari

Ayman Alsayari

Saudi Arabian Monetary Authority

Date Written: October 31, 2019

Abstract

This note discusses FX reserves management as practised by emerging market economies and, more specifically, by Saudi Arabia. It shares the Saudi Arabian Monetary Authority’s experience on reserve adequacy, investment objectives, philosophy and process, portfolio tranching, risk management and performance measurement. It also includes some discussion of active and passive investment strategies, investment committee governance and institutional values.

Full Publication: Reserve Management and FX Intervention

Keywords: reserves management, reserve adequacy, investment philosophy, investment process, portfolio tranching, performance measurement, risk management

JEL Classification: E58, E59, G10, G11, G20

Suggested Citation

Alsayari, Ayman, Reserves Management (October 31, 2019). BIS Paper No. 104u, Available at SSRN: https://ssrn.com/abstract=3501143

Ayman Alsayari (Contact Author)

Saudi Arabian Monetary Authority

Saudi Arabia

Do you have a job opening that you would like to promote on SSRN?

Paper statistics

Downloads
12
Abstract Views
188
PlumX Metrics