A one-way market
The demand for offshore assets by Korean investors has pushed the Korean won cross-currency swaps curve significantly below the government bond curve over the past two years. This has driven several banks to offer structured asset swaps to reduce costs for investors this year. Mia Trinephi reports
For Korean investors, it’s a case of having the cash but having no-where to spend it. Over the past two years, the country’s investors have been flush with surplus liquidity yet have had a limited supply of domestic assets to invest in. As such, hordes of Korean investors have turned to offshore assets, buying US dollar bonds and asset swapping them into Korean won.
This has led to two interesting
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