The role of currency swaps in the domestic banking system and the functioning of the swap market during the crisis

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Páles, Judit ; Kuti, Zsolt ; Csávás, Csaba (2011)
  • Publisher: Magyar Nemzeti Bank Budapest
  • Subject: E44 | F31 | F32 | F34 | FX swap | currency swap | foreign currency based loan | crisis | counterparty limit | margin call | liquidity requirement | Währungsderivat | Finanzkrise | Bankenliquidität | Basler Akkord | Ungarn
    • ddc: ddc:330

The basic purpose of this study is to didactically demonstrate the factors shaping the currency swap stock of domestic banks prior to the crisis and to provide a descriptive analysis of how the structure and the functioning of the market changed during the crisis. The m... View more
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