Nalm 2013: National Bank of Austria analyst sets out currency diversification strategy

nalm-logo

Daniel Pumberger, a portfolio analyst at the National Bank of Austria, today revealed the modelling and analysis behind the central bank's choice of currency portfolio.

Speaking at a session of Central Banking's National Asset Liability Management 2013 conference in London, Pumberger said the central bank determined its portfolio on the basis of a combination of four models, which he said yielded "robust" results:

- A research-based model, presenting a macroeconomic view
- A quantitative forecast

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here: http://subscriptions.centralbanking.com/subscribe

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

You need to sign in to use this feature. If you don’t have a Central Banking account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: