Vahe Sahakyan
Senior Asset Management Specialist
Banking, Reserve Management Advisory Services
Vahe Sahakyan joined the BIS in 2008 as an Asset Management Specialist supporting BIS internal committees and central bank clients in strategic and tactical asset allocation, asset liability management and outsourcing. He earned an MA in economics from Central European University, an MSc in finance from Universitat Pompeu Fabra, a PhD in Mathematical Methods from Yerevan State University and is a PhD candidate in Quantitative Finance from University of Zurich.
Fields of interest
- Financial markets
- Econometrics
- Exchange rates and reserves
- " A Macro-Based Process for Actively Managing Sovereign Bond Exposures" with Jacob Bjorheim, Joachim Coche, Alex Joia in Advances in the Practice of Public Investment Management, July 2018.
- " Carry On?" with Joachim Coche, Mark Knezevic in Advances in the Practice of Public Investment Management, July 2018.
- " Regime Identification for Sovereign Bond Portfolio Construction" with Santiago Alberico, Joachim Coche, Omar Zulaica in Advances in the Practice of Public Investment Management, July 2018.
- " Reserves adequacy and diversification" with J Coche, in A Berkelaar, and K Nyholm (eds), Central Bank Reserves and Sovereign Wealth Management, September 2009.
- " A Regional Factor Approach to Project Term Structures of Emerging Local Currency Sovereign Bonds" with Joachim Coche, Lillie Lam in Procedia Economics and Finance, 2015.