Search: liquidity
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.
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Australian Money Market Divergence: Arbitrage Opportunity or Illusion?
12 Sep 2019
RDP
PDF
1464KB
Major banks were important providers of liquidity in money markets prior to the financial crisis. ... must utilise an internal liquidity transfer pricing model which fully reflects the cost of obtaining.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-09.pdf
The Role of Collateral in Borrowing
14 Jan 2021
RDP
PDF
1784KB
liquidity around the world. The Australian interbank markets present an ideal platform for identifying. ... fluctuating liquidity needs across both markets. A negative relationship suggests that they are.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-01.pdf
The Consequences of Low Interest Rates for the Australian Banking Sector
19 Dec 2022
RDP
PDF
1588KB
The Consequences of Low Interest Rates for the Australian Banking Sector. Anthony Brassil. Research Discussion Paper. R DP 2022- 08. Figures in this publication were generated using Mathematica. ISSN 1448-5109 (Online). The Discussion Paper series
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-08.pdf
ASY.2ETRIC INFORMATION AND BID-ASK SPREADS IN THE EUROCURRENCY MARKETS ...
20 Oct 2014
RDP
PDF
590KB
transaction). The dealers customers are either "informed" or "uninformed';. 2. in other words they are motivated to trade either by liquidity Considerations. ... as to ensure the presence of a non-zero expected volume of liquidity trading.
https://www.rba.gov.au/publications/rdp/1987/pdf/rdp8707.pdf
The Term Structure of Interest Rates, Real Activity and Inflation
31 Jan 2006
RDP
PDF
438KB
The long interest rate after falling initially, due to the liquidity effect, increases and overshoots its new equilibrium level. ... Long term interest rates more accurately reflect expected inflation than do short term rates which are heavily influenced
https://www.rba.gov.au/publications/rdp/1992/pdf/rdp9204.pdf
Financial Liberalisation and Consumption Behaviour
31 Jan 2006
RDP
PDF
684KB
This excess sensitivity is frequently rationalised as arising from the presence of liquidity constraints. ... The United States, Japan, Canada and Australia show evidence of declining liquidity constraints.
https://www.rba.gov.au/publications/rdp/1992/pdf/rdp9209.pdf
Volatility of the Australian Dollar Exchange Rate
19 Nov 2012
RDP
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525KB
The counterpart is changes in domestic liquidity and short-term interest rates.
https://www.rba.gov.au/publications/rdp/1990/pdf/rdp9010.pdf
Inventory Investment in Australia and the Global Financial Crisis
2 Feb 2015
RDP
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839KB
3. Short-term Business Finance in Australia. Firms typically need liquidity to finance their daily operations, such as purchasingsupplies, paying workers, and producing output. ... The unused portion of creditlines broadly follows a procyclical pattern,
https://www.rba.gov.au/publications/rdp/2013/pdf/rdp2013-13.pdf
Macroprudential Limits on Mortgage Products: The Australian Experience
4 Aug 2021
RDP
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2345KB
capital and liquidity requirements. This leaves banks with capability to shift their credit portfolios.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-07.pdf
China’s Evolving Monetary Policy Framework in International Context
4 Dec 2019
RDP
PDF
1923KB
China’s Evolving Monetary Policy Framework in International Context. Bradley Jones and Joel Bowman. Research Discussion Paper. R D P 2019 -11. Figures in this publication were generated using Mathematica. The contents of this publication shall not
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-11.pdf