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2125 Results

February 3, 2026

Engaging with the research community

Collaborating with the research community enriches our understanding and sharpens our policy thinking by bringing in diverse perspectives and advanced research methodologies.
May 16, 2013

Modelling the Asset-Allocation and Liability Strategy for Canada’s Foreign Exchange Reserves

The Bank of Canada recently developed an asset-liability-matching model to aid in the management of Canada’s foreign exchange reserves. The model allows policy-makers at the Bank and the Department of Finance to analyze asset-allocation and funding-mix decisions by quantifying both the risk-return and liquidity trade-offs for the assets, as well as the risk-cost trade-offs of the funding liabilities.
Content Type(s): Publications, Bank of Canada Review articles JEL Code(s): F, F3, F31, G, G1, G11, G18
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