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The Use of Foreign Exchange Swaps by Central Banks: A Survey

The Use of Foreign Exchange Swaps by Central Banks: A Survey »

Source: The Use of Foreign Exchange Swaps by Central Banks : A Survey

Volume/Issue: 1993/64

Series: IMF Working Papers

Author(s): Catharina Hooyman

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 1993

ISBN: 9781451848489

Keywords: foreign exchange, exchange swaps, foreign exchange swaps, exchange rate, foreign exchange reserves

The paper discussed the use of foreign exchange swaps by central banks. Such use has aimed at affecting domestic liquidity, managing foreign exchange reserves, and stimulating domestic financial markets. It discuss...

What Do Deviations from Covered Interest Parity and Higher FX Hedging Costs Mean for Asia

What Do Deviations from Covered Interest Parity and Higher FX Hedging Costs Mean for Asia »

Source: What Do Deviations from Covered Interest Parity and Higher FX Hedging Costs Mean for Asia

Volume/Issue: 2019/169

Series: IMF Working Papers

Author(s): Gee Hee Hong , Anne Oeking , Kenneth Kang , and Changyong Rhee

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 02 August 2019

ISBN: 9781513509006

Keywords: Financial crises, Central banks, Financial institutions, Macroprudential policies and financial stability, Exchange risk, Covered interest parity, limits to arbitrage, U.S.dollar funding, FX swaps., IIP

Asian countries have high demand for U.S. dollars and are sensitive to U.S. dollar funding costs. An important, but often overlooked, component of these costs is the basis spread in the cross-currency swap market t...

The Use of Foreign Exchange Swaps by Central Banks
			: A Survey

The Use of Foreign Exchange Swaps by Central Banks : A Survey »

Volume/Issue: 1993/64

Series: IMF Working Papers

Author(s): Catharina Hooyman

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 1993

DOI: http://dx.doi.org/10.5089/9781451848489.001

ISBN: 9781451848489

Keywords: foreign exchange, exchange swaps, foreign exchange swaps, exchange rate, foreign exchange reserves

The paper discussed the use of foreign exchange swaps by central banks. Such use has aimed at affecting domestic liquidity, managing foreign exchange reserves, and stimulating domestic financial markets. It discuss...

What Do Deviations from Covered Interest Parity and Higher FX Hedging Costs Mean for Asia

What Do Deviations from Covered Interest Parity and Higher FX Hedging Costs Mean for Asia »

Volume/Issue: 2019/169

Series: IMF Working Papers

Author(s): Gee Hee Hong , Anne Oeking , Kenneth Kang , and Changyong Rhee

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 02 August 2019

DOI: http://dx.doi.org/10.5089/9781513509006.001

ISBN: 9781513509006

Keywords: Financial crises, Central banks, Financial institutions, Macroprudential policies and financial stability, Exchange risk, Covered interest parity, limits to arbitrage, U.S.dollar funding, FX swaps., IIP

Asian countries have high demand for U.S. dollars and are sensitive to U.S. dollar funding costs. An important, but often overlooked, component of these costs is the basis spread in the cross-currency swap market t...