ECCB Communications Workshop for ECCU Media Practitioners

Eastern Caribbean Central Bank

RISK CONTROL

1. Benchmark Portfolio Approach (Core Tranche)

a. Create a benchmark portfolio that is consistent with a low appetite for loss over one year b. Only use securities that are considered the most liquid and have the lowest default risk c. Consider the performance of the portfolio during multiple economic and interest rate environments

2. Revisit the above on a regular basis and more frequently if needed

Transforming The ECCU Together

3/23/2026

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