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Central Bank Webinar Series 2021

POLICY STREAM: CURRENT ISSUES IN RESERVES MANAGEMENT

MANAGING SDR ASSETS IN RESERVES PORTFOLIOS EFFICIENTLY — WEBINAR REPLAY

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PDF slides

PDF slides

TUESDAY 31 AUGUST 2021 :

2PM BST

3PM CAT : 9AM EST

The SDR has been a topic of increasing interest for central banks. Join Crown Agents Investment Management in discussing the choices and opportunities available to reserves managers in managing investment assets against an SDR base currency or benchmark. CAIM’s specialists have years of experience managing SDR-based investment portfolios for central banks and other official institutions, and will share their expertise and observations about:

  • SDR vs. SDR-equivalent portfolios – do SDR-weighted portfolios of component currency assets make sense for central banks?
  • SDR math, and the peculiarities associated with this constant amount (not constant weight) currency basket
    • How to conduct historic analyses when SDR construction parameters get reset periodically
  • Currency exposure and hedging considerations
  • Asset allocation through an SDR lens
    • Assets behave differently vs. SDR than against single-currency benchmarks. What kind of allocations are effective for central banks?
    • Will an SDR focus make it easier (or harder) to generate returns in this low yield environment?

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