Search: liquidity management
RBA Glossary definition for liquidity
liquidity – The capacity to sell an asset quickly without significantly affecting the price of that asset. Liquidity is also sometimes used to refer to assets that are highly liquid.
RBA Glossary definition for liquidity management
liquidity management – Activities within a financial institution to ensure that holdings of liquid assets (e.g. cash, bank deposits and other financial assets) are sufficient to meet its obligations as they fall due, including unexpected transactions.
Search Results
The Model
9 Oct 2019
RDP
2019-10
Banks' other non-marketable assets are treated as outside this liquidity management decision. ... The approach also matches Saunders and Cornett (2008)'s textbook definition of liability-side liquidity risk management:.
https://www.rba.gov.au/publications/rdp/2019/2019-10/the-model.html
Emergency Liquidity Injections
1 Oct 2019
RDP
2019-10
Banks' other non-marketable assets are treated as outside this liquidity management decision. ... The simplifying dichotomy resembles how liquidity risk management is interpreted by the liquidity coverage ratio (LCR) of Basel III, which requires banks to
https://www.rba.gov.au/publications/rdp/2019/2019-10/full.html
References
9 Oct 2019
RDP
2019-10
Brunnermeier MK (2009), ‘Deciphering the Liquidity and Credit Crunch 2007–2008’, The Journal of Economic Perspectives, 23(1), pp 77–100. ... Fontaine J-S and R Garcia (2012), ‘Bond Liquidity Premia’, The Review of Financial Studies, 25(4), pp
https://www.rba.gov.au/publications/rdp/2019/2019-10/references.html