Foreword; Introduction; Part I. Investment Operations of Central Banks and
Other Public Investors: 1. Central banks and other public institutions as
financial investors U. Bindseil; 2. Strategic asset allocation for central
banks and public investors K. Nyholm and M. Koivu; 3. Credit risk modeling
for public institutions' bond portfolios H. van der Hoorn; 4. Risk control
framework, limits, reporting, compliance monitoring, and other risk control
functions A. Manzanares and H. Schwartzlose; 5. Performance measurement and
attribution H. Bourquin, S. Hesselberg and R. Marton; Part II. Collaterised
Lending Operations: 6. Credit risk taking in collaterised lending
operations U. Bindseil and F. Papadia; 7. The collateral and credit risk
mitigation frameworks of central banks E. Tabakis and B. Weller; 8. Risk
mitigation measures and credit risk assessment in central bank policy
operations F. González and P. Molitor; 9. Risk measures for a repo
portfolio E. Heinle and M. Koivu; Part III. Organisational Issues and
Operational Risk Management: 10. Organisational issues relating to the risk
management function of public investors E. Tabakis; 11. Operational risk
management in central banks J.-C. Sevet; Index.
