Search: foreign-currency liquidity
RBA Glossary definition for foreign-currency liquidity
foreign-currency liquidity – The capacity to exchange foreign currency for domestic currency without significantly moving the exchange rate. The extent to which a foreign currency may be traded readily without causing a significant movement in price.
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.
Search Results
Liquidity, Financial Crises and the Lender of Last Resort – How Much of a Departure is the Sub-prime Crisis? | Conference – 2008
14 Jul 2008
Conferences
To avoid monetary conflict, the central bank must sterilise liquidity – otherwise there is a risk of inflation, capital outflows and a collapsing currency (as occurred in Indonesia in 1997; He 2000). ... Generally to date, LOLR has been in domestic
https://www.rba.gov.au/publications/confs/2008/davis.html
On the Economics of Committed Liquidity Facilities | Conference – 2013
19 Aug 2013
Conferences
These amounts fall well short of the liquidity needs of the banking system. ... The other options are using foreign currency HQLA to cover domestic currency liquidity needs and increasing the use of Level 2 assets with a higher haircut; see BCBS (2013).
https://www.rba.gov.au/publications/confs/2013/bech-keister.html
The Provision of Systemic Liquidity Services by the Public Sector
27 Oct 2008
RDP
2008-06
In particular, central banks (including the RBA) have been prepared to intervene in the foreign exchange market to provide two-way liquidity, and have also intervened when the value of the ... In principle, the same logic that has been used to justify
https://www.rba.gov.au/publications/rdp/2008/2008-06/pro-systemic.html
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Promoting Liquidity: Why and How? | Conference – 2008
14 Jul 2008
Conferences
In contrast, in foreign exchange markets a change in the economic environment and a sharp increase in uncertainty can result in very large movements in prices, but liquidity is not normally ... Indeed, it is notable that liquidity in foreign exchange
https://www.rba.gov.au/publications/confs/2008/kearns-lowe.html
Central Bank Liquidity Provision and Core Funding Markets | Conference – 2013
19 Aug 2013
Conferences
Importantly, this increase in capital flows often took the form of cross-border lending by banks, much of it in foreign currency (McGuire and von Peter 2009). ... In many cases, funding was in foreign currency (European banks funding CDOs with short-term
https://www.rba.gov.au/publications/confs/2013/johnson-santor.html
Prudential Supervision | Conference – 1991
21 Jun 1991
Conferences
Extended coverage of PAR to all liabilities (including foreign currency liabilities) invested in Australian dollar assets in Australia. ... PS 8#. 31 October 1985. Foreign Currency Operations of Australian Trading Banks.
https://www.rba.gov.au/publications/confs/1991/thompson.html
Policy Panel | Conference – 2013
19 Aug 2013
Conferences
In order to address the identified lack of CHF HQLA and the high share of collateral denominated in foreign currency, option 2 of the Alternative Liquidity Approaches (ALA) is the natural ... Securities denominated in foreign currency must satisfy
https://www.rba.gov.au/publications/confs/2013/policy-panel-2013.html
The Evolution of Risk and Risk Management – A Prudential Regulator's Perspective | Conference – 2007
20 Aug 2007
Conferences
in 2004, ‘rogue’ foreign currency options trading at that same bank resulted in a loss of A$350 million, an overhaul of the Board and senior management and a considerable dent in ... the potential impact that market-wide disruptions may have on the
https://www.rba.gov.au/publications/confs/2007/laker.html
Funding Behaviour
31 Dec 2013
RDP
2013-15
Furthermore, a sizeable proportion of Australia's superannuation assets are invested in foreign currency-denominated assets, some of which are hedged back into Australian dollars. ... For a broader discussion of foreign currency hedging by Australian
https://www.rba.gov.au/publications/rdp/2013/2013-15/funding-behaviour.html
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Australian Money Market Divergence: Arbitrage Opportunity or Illusion?
1 Sep 2019
RDP
2019-09
into the foreign currency. ... Specifically, it is the return earned from lending AUD against the foreign currency in the spot market, investing the foreign currency in three-month JPY or USD London Interbank Offered Rate
https://www.rba.gov.au/publications/rdp/2019/2019-09/full.html
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