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
Central Clearing of Over-the-counter (OTC) Derivatives in Australia - June 2011
15 Jul 2011
Consultations
PDF
875KB
A discussion paper issued by the Council of Financial Regulators
https://www.rba.gov.au/publications/consultations/201106-otc-derivatives/pdf/201106-otc-derivatives.pdf
Increasing the Threshold for the Application of the Financial Stability Standards for Securities Settlement Facilities
23 Nov 2023
Consultations
PDF
511KB
managing legal, credit, liquidity, operational and other risks. 3.1 A securities settlement facility should have risk management policies, procedures and systems. ... liquidity risk management framework. In conducting stress testing, a securities
https://www.rba.gov.au/publications/consultations/2023-11-increasing-the-fss-threshold-for-sffs/pdf/2023-11-increasing-the-fss-threshold-for-sffs.pdf
The Term Funding Facility: Has It Encouraged Business Lending?
8 Dec 2022
RDP
PDF
2133KB
mortgages, created by banks specifically to use as collateral to access liquidity from the RBA. ... Management’s (AOFM’s) Structured Finance Support Fund, which improved the certainty of funding.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-07.pdf
Central Clearing of Repos in Australia: Conclusions
28 Oct 2015
Consultations
PDF
306KB
liquidity management activities. ... In addition, to ensure smooth default management it was noted that the CCP would need access to a large reserve of securities and liquidity.
https://www.rba.gov.au/publications/consultations/201503-central-clearing-of-repos-in-australia/conclusions/pdf/central-clearing-of-repos-in-australia-conclusions-2015-10.pdf
Payment System Design and Participant Operational Disruptions
28 Jan 2015
RDP
PDF
578KB
However, this may oversimplify the issue of size, since the timing of the disruption and the stricken participant’s liquidity- and queue-management behaviour also affect the systemic impact of the ... $b$b Pure RTGS RITS replica. Some more
https://www.rba.gov.au/publications/rdp/2012/pdf/rdp2012-05.pdf
The Yield and Market Function Effects of the Reserve Bank of Australia’s Bond Purchases
19 May 2022
RDP
PDF
1938KB
normal times, when government bond markets are liquid and well-functioning, liquidity premia are. ... via the portfolio rebalancing channel lowering term premia: liquidity premia were already low and,.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-02.pdf
The Real Effects of Debt Covenants: Evidence from Australia
24 Oct 2022
RDP
PDF
1647KB
performance (total revenue), credit (debt), financial structure (gearing ratio) and liquidity (cash.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-05.pdf
Central Clearing of Repos in Australia: A Consultation Paper
25 May 2015
Consultations
PDF
389KB
in financial institutions’ funding and liquidity management activities. ... more frequently in periods of market volatility – and coordinated management of any participant default.
https://www.rba.gov.au/publications/consultations/201503-central-clearing-of-repos-in-australia/pdf/201503-central-clearing-of-repos-in-australia.pdf
Increasing the Threshold for the Application of the Financial Stability Standards for Securities Settlement Facilities: Conclusions Paper
15 Apr 2024
Consultations
PDF
506KB
Standard 3: Framework for the comprehensive management of risks A securities settlement facility should have a sound risk management framework for comprehensively managing legal, credit, liquidity, operational and other risks. ... 6.7 A securities
https://www.rba.gov.au/publications/consultations/2023-11-increasing-the-fss-threshold-for-sffs/pdf/2023-11-increasing-the-fss-threshold-for-sffs-conclusions-paper.pdf
Australian Money Market Divergence: Arbitrage Opportunity or Illusion?
12 Sep 2019
RDP
PDF
1464KB
The return enhancement offered by the. persistently wide basis is regularly utilised by the Reserve Bank in its liquidity management operations (RBA 2018). ... Major banks were important providers of liquidity in money markets prior to the financial
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-09.pdf