Download FX Funding Risks and Exchange Rate Volatility Korea s Case For Free

By: Mr. Jack Ree

  • Title Book: FX Funding Risks and Exchange Rate Volatility Korea s Case
  • Author : Mr. Jack Ree
  • ISBN 10: 9781475539752
  • ISBN 13: 1475539754
  • Publisher : International Monetary Fund
  • Category : Business & Economics / Economics / Macroeconomics
  • Languages : en (Available in All Languages)
  • Pages : 29

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 the crisis, including decreasing demand for currency hedges and the diversifying investor base for bonds, point to a possible weakening of the interaction mechanism; and we find evidences are strongly supportive of this. 

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