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

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 assets of its central bank. Governments often issue sizable amounts of debt denominated in foreign currencies, subjecting their fiscal positions to foreign exchange volatilities. Prudent management...

Voir la suite

INFORMATION

Auteur

Cangoz,Mehmet Coskun;

Sulla,Olga;

Wang,ChunLan;

Dychala,Christopher Benjamin;
Date du document
2019/02/05
Type de document
Document de travail de recherche sur les politiques
Numéro du rapport
WPS8728
Volume
1
Total Volume(s)
1
Pays
North Macedonia, Ghana, Corée, République de, Tunisie, Uruguay, Albanie, Afrique du Sud,
Région
Moyen-Orient et Afrique du Nord, Europe et Asie centrale, Western and Central Africa, Asie de l’Est et Pacifique, Eastern and Southern Africa, Amérique latine et Caraïbes,
Date de publication
2019/02/05
Disclosure Status
Disclosed
Titre du rapport
A Joint Foreign Currency Risk Management Approach for Sovereign Assets and Liabilities
Mots clé
Foreign Exchange Reserve

Voir la suite

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

INFORMATION

BOLETÍN DEL BANCO MUNDIAL