A Joint Foreign Currency Risk Management Approach for Sovereign Assets and Liabilities

A Joint Foreign Currency Risk Management Approach for Sovereign Assets and Liabilities

An asset and liability management framework for managing risks arising from sovereign foreign exchange obligations requires a joint analysis of (i) the external financial liabilities resulting from a country's sovereign debt and (ii) the forei...

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Bibliographic Details
Main Authors: Cangoz, M. Coskun, Sulla, Olga, Wang, Chun Lan, Dychala, Christopher
Format: Working Paper
Language:English
Published: World Bank, Washington, DC 2019
Subjects:
EXCHANGE RATE RISK
ASSET AND LIABILITY MANAGEMENT
PUBLIC DEBT
SOVEREIGN DEBT MANAGEMENT
SOVEREIGN ASSETS
HEDGING
PORTFOLIO MANAGEMENT
INTERNATIONAL RESERVES
Online Access:http://documents.worldbank.org/curated/en/351021549390632151/A-Joint-Foreign-Currency-Risk-Management-Approach-for-Sovereign-Assets-and-Liabilities
http://hdl.handle.net/10986/31232

Internet

http://documents.worldbank.org/curated/en/351021549390632151/A-Joint-Foreign-Currency-Risk-Management-Approach-for-Sovereign-Assets-and-Liabilities
http://hdl.handle.net/10986/31232

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