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MANAGEMENT OF FOREIGN RESERVES BY CENTRAL BANK OF NIGERIA

ABSTRACT

Developing countries are always faced with the problem of mobilising, allocating, exchange rate stability and achieving favourable balance of payment with the stock of their foreign reserves. In search for a lasting solution to the said problem the researcher found that understanding the risks associated with foreign reserves management of a country, a case of Nigeria, there is no doubt that Nigeria will record a favourable balance of payment and increase in foreign reserves where the CBN will familiarises itself with the nature of the risks ar.d obtain satisfactory answers to the question raised. Some of the more important risks facing CBN in its foreign reserves management include: i. Liquidity risk, that is when assets are not liquidated at a reasonable price. ii. Interest rate risk, this may arise in causing a fall in the market value of the portfolio, iii. Currency risk, this is where exchange rates may move causing an increase in the value of commitment and decrease in the value of receivable income, iv. Credit risk, This is the market value that would be lost due to a counter party default. Research findings reveals that, most Central Banks continue to manage their national reserves themselves. However over the last few years some have entrusted a modest part of their reserves to one or more external fund managers. They do so because of any of the following:- External portfolio manager’s performance is often used to assess returns generated by Central Bank reserves manager. The desire of Central Bank to benefit from the external manager’s expertise in portfolio management, risk management, performance measurement, training facilities, market research and more importantly the opportunity to profit from ongoing dialogue about fund management with a from that is a major player in the market. Ideally, the Central Bank of Nigeria would choose an external manager from among its existing correspondents with portfolio management skills and expertise and an established performance track record to enhance foreign reserves.

TABLE OF CONTENT

Title page- – – – – – – – – i

Approval page – – – – – – – -ii

Dedication – – – – – – – – -iii

Acknowledgement – – – – – – – -iv

Abstract – – – – – – – – – -v

Table of content – – – – – – – -vi

CHAPTER ONE

INTRODUCTION – – – – – – – -1

1.0 Background of the study – – – – -1

1.1 Statement of the problem – – – – -5

1.2 Purpose of the study – – – – – -6

1.3 Significance of the study – – – – -8

1.4 Research questions – – – – – -9

1.5 Scope of the study – – – – – – -10

CHAPTER TWO

LITERATURE REVIEW – – – – – – -11

CHAPTER THREE

Research methodology – – – – – – -39

Design of study – – – – – – – -40

CHAPTER FOUR

Presentation, analysis and interpretation of data – -48

CHAPTER FIVE

Summary of findings – – – – – – -60

Conclusion – – – – – – – – -61

Recommendations – – – – – – – -62

Suggestions for further research – – – – -64

References – – – – – – – – -65

Appendix I – – – – — – – – -68

Questionnaire. – – – – – – – -69

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