Torinelli, Viviane Helena; Silva Júnior, Antônio Francisco - In: Latin American journal of central banking : LAJCB 2 (2021) 1, pp. 1-17
This study addresses how to consider environmental risk analysis (ERA) in the strategic asset allocation (SAA) of international reserves (IRs) managed by central banks (CBs). For that, a multicriteria analytical framework is proposed for the evaluation of the environmental risk exposure of an...