William Arrata: I am an asset and liability manager with a quantitative flavour working at the French Central Bank (Banque de France, BdF). Two entities are concerned by asset and liability management tasks: the first is the non-monetary policy balance sheet of the French Central Bank (“own” balance sheet), and the second is the employees’ pension fund.
"I'm in charge of devising optimal investment strategies for Banque de France, in the form of optimised non-monetary portfolios."
I'm mainly involved in the French Central Bank's own balance sheet, which is not related to monetary policy activities. I'm in charge of devising optimal investment strategies for Banque de France, in the form of optimised non-monetary portfolios. The returns on those investments can serve to cover some operating expenses of BdF.
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