Search: AUD
RBA Glossary definition for AUD
AUD – Australian dollar (ISO 4217 currency code); A$ is more commonly used.
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Box A: Foreign Currency Exposure and Hedging in Australia
7 Nov 2013
SMP
– November 2013
PDF
134KB
https://www.rba.gov.au/publications/smp/2013/nov/pdf/box-a.pdf
The Financial Crisis through the Lens of Foreign Exchange Swap Markets
10 Jun 2010
Bulletin
– June 2010
However, the premium was relatively short-lived for the AUD/USD pair compared to the EUR/USD pair, returning close to zero by the end of 2008. ... Graph 6. The premium in the AUD/USD foreign exchange swap market did not reflect strong demand for US
https://www.rba.gov.au/publications/bulletin/2010/jun/7.html
Value-at-risk
1 Nov 1997
RDP
9708
10,000 / 0.8022). Change in portfolio value or delta (AUD). Position 1. ... The standard deviation of changes in the portfolio's total value is 46 AUD.
https://www.rba.gov.au/publications/rdp/1997/9708/value-at-risk.html
Submission to Payments System Review – January 2021 | Responses and Options Paper
8 May 2024
Submissions
Submissions – Payments System Submission to Payments System Review. Submission to the Review of the Australian Payments System. January 2021. Download the complete Submission 1.12. MB. The Bank considers that the existing regulatory arrangements
https://www.rba.gov.au/publications/submissions/payments-system/submission-to-payments-system-review-01-2021/index.html
Developments in Foreign Exchange and OTC Derivatives Markets
15 Dec 2016
Bulletin
– December 2016
The Bank for International Settlements (BIS) conducts the Triennial Central Bank Survey of Foreign Exchange and Over-the-counter (OTC) Derivatives Markets Activity (Triennial Survey) to collect information about the size and structure of these
https://www.rba.gov.au/publications/bulletin/2016/dec/7.html
High-denomination Banknotes in Circulation: A Cross-country Analysis
15 Mar 2018
Bulletin
– March 2018
Growth in circulation has slowed more recently for AUD 100 and GBP 50 banknotes. ... For AUD 100 and CAD 100 banknotes, Asian demand appears to be of particular significance.
https://www.rba.gov.au/publications/bulletin/2018/mar/high-denomination-banknotes-in-circulation-a-cross-country-analysis.html
List of graphs
20 Apr 2016
FSR
– April 2016
Graph D2: AUD Value Outstanding in LCH.C Ltd's SwapClear Service (Stock).
https://www.rba.gov.au/publications/fsr/2016/apr/graphs.html
Australian Financial Market Volatility: An Exploration of Cross-country and Cross-market Linkages
1 Dec 2009
RDP
PDF
776KB
As might be expected, theTWI had more consistent volatility than the USD/AUD. ... volatility, but the USD/AUD was also distinctlymore subdued than the other bilateral rates.
https://www.rba.gov.au/publications/rdp/1996/pdf/rdp9609.pdf
The Impact of Hedge Funds on Financial Markets: Lessons from the Experience of Australia | Conference – 1999
9 Aug 1999
Conferences
0.0015. 1.67. AUD(1). 0.17. 3.05. 0.15. 2.69. WCFI(1). 0.04. 1.14. 0.02. ... AUD is the Australian dollar/US dollar bilateral exchange rate (log). D in front of a variable indicates that it is in first differences.
https://www.rba.gov.au/publications/confs/1999/rankin.html
The Impact of Hedge Funds on Financial Markets: Lessons from the Experience of Australia
7 Dec 2006
Conferences
PDF
35KB
RBA Conference Volume 1999
https://www.rba.gov.au/publications/confs/1999/pdf/rankin.pdf