Fatores determinantes da demanda relativa por reservas internacionais

AUTOR(ES)

Bruno Beltrão Léo

DATA DE PUBLICAÇÃO

2009

RESUMO

The purpose of this dissertation is to analyze the factors that determine the relative demand for international reserves in the scope of the decisions taken by central banks in the process of reserve allocation. The study included research of nineteen central banks, readings of several academic works on the subject, and also analysis of reports from organizations such as IMF, BIS and ECB. As a result, the text indicated that in spite of the multiplicity of optimization models used by central banks in choosing their reserves portfolios, there still is a need for models that should incorporate the influence of the factors that affect reserve allocation.

ASSUNTO(S)

gerenciamento de risco risk management international reserves central bank reservas internacionais asset/liability management economia portfolio management gerência de carteiras banco central asset/liability management

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