Risk Management in the Exchange Fund Account

Article OPEN
Michel Rochette (2002)
  • Journal: Bank of Canada Review, volume 2001-2002, issue Winter, pages 27-36
  • Subject:
    mesheuropmc: health care economics and organizations

In this article, author Michel Rochette of the Bank's Risk-Management Unit briefly describes the initiatives undertaken to identify, analyze, model, and manage the principal risks inherent in the transactions of the Exchange Fund Account (EFA), where the international r... View more
  • References (7)

    Bank for International Settlements. 1988. International Convergence of Capital Measurement and Capital Standards, Basel Committee on Banking Regulations and Supervisory Practices, amended July 1994 and April 1995.

    Bensalah, Y. 2000. “Steps in Applying Extreme Value Theory to Finance: A Review.” Bank of Canada Working Paper No. 2000-20.

    Crouhy, M., D. Galai, and R. Mark. 2001. Risk Management. New York: McGraw Hill.

    De León, J. 2000-2001. “The Bank of Canada's Management of Foreign Currency Reserves.” Bank of Canada Review (Winter): 13-21.

    Finance Canada. 2001. 2000 Annual Report to Parliament on the Operations of the Exchange Fund Account by the Minister of Finance and Report of the Auditor General to the Minister of Finance on the Examination of the Accounts and Financial Statements of the Exchange Fund Account. Ottawa: Department of Finance.

    Jorion, P. 2001-2002. Financial Risk Manager Handbook 2001/2002. New York: Wiley (GARP Risk Management Library).

    Kiff, J., U. Ron, and S. Ebrahim. 2000-2001. “The Federal Government's Use of Interest Rate Swaps and Currency Swaps.” Bank of Canada Review (Winter): 23-34.

  • Metrics
    No metrics available
Share - Bookmark