FX Funding Risks and Exchange Rate Volatility-Korea's Case /

This paper examines how exchange rate volatility and Korean banks' foreign exchange liquidity mismatches interacted with each other during the Global Financial Crisis, and whether the vulnerability stemming from this interaction has been reduced since then. Structural and cyclical changes after...

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Détails bibliographiques
Auteur principal: Ree, Jack
Autres auteurs: Park, Hail, Yoon, Kyoungsoo
Format: Revue
Langue:English
Publié: Washington, D.C. : International Monetary Fund, 2012.
Collection:IMF Working Papers; Working Paper ; No. 2012/268
Accès en ligne:Full text available on IMF