That's... not how FX swaps work.

FX swaps are where Korea fronts up with however many trillion KRW, giving it to the Fed (or whoever else, but the Fed would be the only counterparty that would be able to accommodate that size), the Fed then hands over the USD to the Koreans.

Presumably, the Koreans would then invest that USD.

Then at some point in the future the trade would be unwound and each side would receive their own currency back.

There's no currency risk in the trade for either side (unless one side defaults).