Search: HQLA
RBA Glossary definition for HQLA
HQLA – High-quality liquid assets
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June | 2021
17 Jun 2021
Bulletin
Insights into the economy and financial system from teams throughout the Reserve Bank of Australia
https://www.rba.gov.au/publications/bulletin/2021/jun/
Operations in Financial Markets
21 Oct 2021
RBA Annual Report
– 2021
holdings of other market participants and the effect of LCR banks' holdings on the liquidity of HQLA securities in secondary markets. ... Over recent years, the stock of HQLA securities has risen and they have become more readily available in bond and
https://www.rba.gov.au/publications/annual-reports/rba/2021/operations-in-financial-markets.html
The Australian Financial System
8 Oct 2021
FSR
– October 2021
Banks' holdings of high-quality liquid assets (HQLA) have increased since the onset of the pandemic. ... The CLF complements available HQLA to ensure banks have sufficient access to liquid assets for a stressed period.
https://www.rba.gov.au/publications/fsr/2021/oct/australian-financial-system.html
Discussion on OTC Derivatives Reform: Netting and Networks | Conference – 2013
19 Aug 2013
Conferences
A third issue relates to the modelling (or lack thereof) of the HQLA market and the specification of eligible collateral. ... The authors do address the issue of HQLA supply considerations in their policy discussion.
https://www.rba.gov.au/publications/confs/2013/heath-kelly-manning-disc.html
Operations in Financial Markets
24 Oct 2016
RBA Annual Report
– 2016
reduce their net cash outflows, along with an increase in the stock of HQLA securities that banks could reasonably hold. ... For 2017, the Reserve Bank has assessed that banks' reasonable holdings of HQLA securities can rise to $220 billion.
https://www.rba.gov.au/publications/annual-reports/rba/2016/operations-in-financial-markets.html
Banking and the COVID-19 Pandemic
15 Dec 2020
Speech
Speech delivered by Jonathan Kearns, Head of Financial Stability, to UNSW's 33rd Australasian Finance and Banking Conference, Sydney
https://www.rba.gov.au/speeches/2020/sp-so-2020-12-15.html
The Australian Bond Market
15 Apr 2014
Speech
Speech by Guy Debelle to the Economic Society of Australia, Canberra
https://www.rba.gov.au/speeches/2014/sp-ag-150414.html
Recent Developments in the Semi-government Bond Market
25 Jan 2024
Bulletin
– January 2024
The market for Australian state and territory government bonds is often referred to as the market for ‘semis’.
https://www.rba.gov.au/publications/bulletin/2024/jan/recent-developments-in-the-semi-government-bond-market.html
Remarks at the Funding Australia's Future Forum
7 Aug 2013
Speech
Remarks by Guy Debelle at the Funding Australia's Future Forum , Sydney
https://www.rba.gov.au/speeches/2013/sp-ag-070813.html
Contagion Modelling and Feedback Loops
20 Sep 2022
RDP
2022-03
For example, in a scenario where there is a liquidity run at a major bank of sufficient size that it begins to sell HQLA, the additional loss of capital due to ... These small effects primarily reflect that HQLA markets are assumed to be – as the name
https://www.rba.gov.au/publications/rdp/2022/2022-03/contagion-modelling-and-feedback-loops.html
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