The role of currency swaps in the domestic banking system and the functioning the swap market during the crisis
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More about this item
KeywordsFX swap; currency swap; foreign currency based loan; crisis; counterparty limit; margin call; liquidity requirement;
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F32 - International Economics - - International Finance - - - Current Account Adjustment; Short-term Capital Movements
- F34 - International Economics - - International Finance - - - International Lending and Debt Problems
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-10-09 (All new papers)
- NEP-BAN-2011-10-09 (Banking)
- NEP-MAC-2011-10-09 (Macroeconomics)
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