Search: HQLA
RBA Glossary definition for HQLA
HQLA – High-quality liquid assets
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Macrofinancial Stress Testing on Australian Banks
13 Sep 2023
RDP
PDF
1940KB
Macrofinancial Stress Testing on Australian Banks. Nicholas Garvin, Samuel Kurian, Mike Major and David Norman. Research Discussion Paper. R DP 2022- 03. Figures in this publication were generated using Mathematica. ISSN 1448-5109 (Online). The
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-03.pdf
The Model
9 Oct 2019
RDP
2019-10
assets. This link is why the LCR requires banks to hold a quantity of HQLA that depends on their short-term liabilities. ... It does this by ensuring that banks have an adequate stock of unencumbered high-quality liquid assets (HQLA) that can be
https://www.rba.gov.au/publications/rdp/2019/2019-10/the-model.html
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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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Emergency Liquidity Injections
3 Oct 2019
RDP
PDF
2093KB
assets (HQLA) then had difficulty meeting their short-term liabilities. Governments and central banks. ... This link is why the. LCR requires banks to hold a quantity of HQLA that depends on their short-term liabilities.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-10.pdf