Joachim Coche is a member of the Asset Management Unit of the BIS Banking Department where he supports central bank clients in strategic asset allocation, asset liability management and outsourcing. Before joining the BIS, Joachim Coche worked for the World Bank Treasury and the European Central Bank. He has a Masters and Doctorate in Economics from the University of Osnabrück, Germany.
Fields of interest
- Financial markets
- International capital flows
- Implications of Optimal Investment Policies for Hybrid Pension Plans: Sponsor and Member Perspectives. (with P. Albrecht, R.Maurer and R. Rogalla). Published in: Restructuring Retirement Risks. Edited by D. Blitzstein, O. Mitchell and S. Utkus, September 2006.
- "A factor risk model with reference returns for the US dollar and Japanese yen bond markets", ECB Working Paper No. 641, June 2006 (with C. Bernadell and K. Nyholm).
- "Yield curve prediction for the strategic investor", ECB Working Paper No. 472, April 2005 (with C. Bernadell and K. Nyholm).
- "Strategic asset allocation for foreign exchange reserves". (with P. Cardon) Published in Risk Management For Central Bank Foreign Reserves. Edited by C. Bernadell, P. Cardon, J. Coche, F. Diebold, S. Manganelli, May 2005.
- "An evolutionary approach to the examination of capital market efficiency", Journal of Evolutionary Economics, Volume 8, Number 4, 1998.