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...

Full beskrivning

Bibliografiska uppgifter
Huvudupphovsman: Ree, Jack
Övriga upphovsmän: Park, Hail, Yoon, Kyoungsoo
Materialtyp: Tidskrift
Språk:English
Publicerad: Washington, D.C. : International Monetary Fund, 2012.
Serie:IMF Working Papers; Working Paper ; No. 2012/268
Länkar:Full text available on IMF