The Strategic Asset Allocation Framework of Banco de México

Gerardo Israel García López (), Rafael Jiménez Padrón () and Andrea San Martín Kuri Breña ()
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Gerardo Israel García López: Banco de México
Rafael Jiménez Padrón: Banco de México
Andrea San Martín Kuri Breña: Bank for International Settlements (BIS)

Chapter Chapter 15 in Asset Management at Central Banks and Monetary Authorities, 2020, pp 241-255 from Springer

Abstract: Abstract The strategic asset allocation framework (SSA) of Banco de México has evolved dramatically over the last few years. It has involved a long learning process that required a deeper technical training of its personnel and significant research. In this chapter, we will describe the evolution of the strategic asset allocation process used by the Central Bank of Mexico (CBM) to construct their benchmark for the investment of the international reserves portfolio.

Date: 2020
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-030-43457-1_15

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DOI: 10.1007/978-3-030-43457-1_15

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