İsviçre Merkez Bankası Döviz Rezervleri
Euro - İsviçre Frangı 1.20 sabit kuru beklemedik şekilde kaldıran İsviçre Merkez Bankası'nın Döviz Rezervleri Ne Kadar ?
İsviçre Merkez Bankası'nın 2014 yılı 4. çeyrek'te açıkladığı Yabancı Döviz ve Tahvil Yatırım Bilgileri;
İsviçre Merkez Bankası Döviz Rezervleri 2014 Yılı 4. Çeyrek Verileri
Investment structure at the end of Q4 2014
As at 31 December 2014, the key asset allocation data for the foreign currency investments and the Swiss franc bond investment portfolio were as follows (figures of previous quarter are indicated in brackets):
Foreign currency investments |
CHF bond investments |
|||
|---|---|---|---|---|
Currency allocation, excluding investments and liabilities from foreign exchange swaps |
||||
CHF |
- |
- |
100% |
(100%) |
USD |
29% |
(29%) |
- |
- |
EUR |
46% |
(45%) |
- |
- |
GBP |
6% |
(7%) |
- |
- |
JPY |
8% |
(9%) |
- |
- |
CAD |
4% |
(4%) |
- |
- |
Other (1) |
7% |
(6%) |
- |
- |
Investment categories |
||||
Investments with banks |
0% |
(0%) |
- |
- |
Government bonds (2) |
73% |
(73%) |
40% |
(40%) |
Other bonds (3) |
12% |
(11%) |
60% |
(60%) |
Equities |
15% |
(16%) |
- |
- |
Breakdown of fixed income assets (4) |
||||
AAA-rated |
63% |
(63%) |
72% |
(73%) |
AA-rated |
22% |
(29%) |
27% |
(26%) |
A-rated |
10% |
(3%) |
1% |
(1%) |
Other |
5% |
(5%) |
0% |
(0%) |
Investment duration (years) |
4.0 |
(4.0) |
7.4 |
(7.1) |
(1) Mainly AUD, DKK, KRW, SEK and SGD plus small holdings in additional currencies in the equity portfolios.
(2) Government bonds in their own currencies, deposits with central banks and BIS; in the case of CHF investments, also bonds issued by Swiss cantons and municipalities.
(3) Government bonds in foreign currency, covered bonds, bonds issued by foreign local authorities, supranational organisations, corporate bonds, etc.
(4) Average rating, calculated from the ratings of the three major credit rating agencies.
Equities are managed on a purely passive basis, whereby broad market indices of advanced economies are replicated. Exchange rate and interest rate risks are managed using derivative instruments such as interest rate swaps, interest rate futures, forward foreign exchange transactions and foreign exchange options. In addition, futures on equity indices are used to manage the equity investments.
The investment structure at year-end is also published in the Annual Report under ‘Asset management’.
Kaynak :
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