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

Abstract

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 foreign exchange... See More +

Details

  • Cangoz, Mehmet Coskun; Sulla, Olga; Wang, ChunLan; Dychala, Christopher Benjamin;
  • 2019/02/05 13:17:00
  • Policy Research Working Paper
  • WPS8728
  • 1
  • 1
  • AlbaniaGhanaNorth MacedoniaSouth AfricaKorea, Republic ofTunisiaUruguay
  • Europe and Central AsiaAfricaEast Asia and PacificMiddle East and North AfricaLatin America & Caribbean
  • 2019/02/05 13:10:44
  • Disclosed
  • A Joint Foreign Currency Risk Management Approach for Sovereign Assets and Liabilities
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