Joachim Coche
Senior Asset Management Specialist
Banking Department, Asset Management
Joachim supports central bank clients in strategic asset allocation, asset liability management and outsourcing. Before joining the BIS, he worked for the World Bank Treasury and the ECB. He has a master's and a doctorate in economics from the University of Osnabrück, Germany.
Fields of interest
- Financial markets
- International capital flows
- " Reserves adequacy and diversification" (with V Sahakyan), in A Berkelaar, J Coche and K Nyholm (eds), Central Bank Reserves and Sovereign Wealth Management, September 2009.
- " Implications of optimal investment policies for hybrid pension plans: sponsor and member perspectives" (with P Albrecht, R Maurer and R Rogalla), in D Blitzstein, O Mitchell and S Utkus (eds), Restructuring retirement risks, September 2006.
- " A factor risk model with reference returns for the US dollar and Japanese yen bond markets" (with C Bernadell and K Nyholm), ECB Working Papers, no 641, June 2006.
- " Yield curve prediction for the strategic investor" (with C Bernadell and K Nyholm), ECB Working Papers, no 472, April 2005.
- " Strategic asset allocation for foreign exchange reserves" (with P Cardon), in C Bernadell, P Cardon, J Coche, F Diebold and S Manganelli (eds), Risk management for central bank foreign reserves, May 2005.
- " An evolutionary approach to the examination of capital market efficiency", Journal of Evolutionary Economics, vol 8, no 4, 1998.