标题:Decomposing exchange rate risk of Chinese foreign exchange reserves with extreme loss data
作者:Pan, ZB[1]
出版年:2008
页码:167-171
会议时间:JUN 08-10, 2008
会议地点:Shanghai, PEOPLES R CHINA
会议名称:International Symposium on Financial Engineering and Risk Management
关键词:exchange rate risk; VaR; decompose; foreign exchange reserves
摘要:To meet the requirement of Forex reserves management, Forex reserves decomposition is required because it can offer the way each asset and its margina 更多
收录类别:CPCI-SSH;CPCI-S
语种:English
资源类型:外文会议论文
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