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...
Main Authors: | Cangoz, M. Coskun, Sulla, Olga, Wang, Chun Lan, Dychala, Christopher |
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Format: | Working Paper |
Language: | English |
Published: |
World Bank, Washington, DC
2019
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Subjects: | |
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 |
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