Tag Archive: SNB asset allocation

Swiss National Bank: Composition of Reserves (Assets) and Investment Strategy

The Q1/2016 update on the SNB investment strategy and its assets. The Swiss National Bank is a passive conservative investor. As opposed to other investors, the exposure in currencies is as important as the strategic asset allocation according asset classes (bonds, equities, cash, real estate). The importance of currencies is one reason why the SNB is often called a hedge fund, the second the volatility of gains and losses.

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SNB Q2/2013 Composition of Reserves

2013-08-02

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2013-08-02

snb q1-q4 currency breakdown
We regularly publish the SNB asset structure by currency, rating & duration, they might be a template for the tactical asset allocation in these dimensions (CHF certainly excluded) for other fixed income and/or rather conservative asset managers. here the newest data Total Balance Sheet and Liabilities The total balance sheet size decreased from 511 bln. …

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SNB Q1 Results: Bottom-Fishing Cheap Yen, Increases Equity Share with Gains and Margin Debt

2013-04-30

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2013-04-30

snb q1-q4 currency breakdown
We regularly publish the SNB asset structure by currency, rating & duration, they might be a template for the tactical asset allocation in these dimensions (CHF certainly excluded) for other fixed income and/or rather conservative asset managers. Composition of SNB Forex Reserves, Q1/2013 With the strong results of 11.2 billion francs, the SNB reduced the …

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Composition of SNB Reserves Q4, 2012, Yield on Investment

2013-03-07

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2013-03-07

snb q4 2012 breakdown by currency
We regularly publish the SNB asset structure by currency, rating & duration, they might be a template for the tactical asset allocation in these dimensions (CHF certainly excluded) for other fixed income asset managers. Moreover we publish the yield on investment.   Composition of SNB Forex Reserves, Q4 2012 The Swiss National Bank (SNB) saw …

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Trade Like a Central Bank: Buy EUR/USD at 1.24 and sell at 1.30! .. SNB

2012-10-31

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2012-10-31

q1-q3 snb currency breakdown
Composition of SNB Forex Reserves, Q3 2012  The Swiss National Bank (SNB) reduced the share of euros in the third quarter substantially from 60% in Q2 to 48% in Q3 and increased dollar and pound positions. The SNB bought 80 billion euros or more when the common currency was trading around 1.24$, especially at the end of …

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