Reserve managers cut duration as top inflation-proofing strategy

No respondent reports expansion into non-conventional assets

A large majority of reserve managers say they have reduced the maturity duration of their portfolios as part of efforts to cushion inflationary pressures on portfolios, the Reserve Benchmarks 2023 find.

Among 39 respondents, 30 (76.9%) say they decreased duration, compared with 90% in the past benchmark, a possible sign of gradually easing inflationary pressures worldwide.

Meanwhile, six (15.4%) respondents say they increased duration to limit the impacts of higher inflation on reserves

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