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RBA Glossary definition for AUD

AUD – Australian dollar (ISO 4217 currency code); A$ is more commonly used.

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List of graphs

24 Oct 2016 PSB Annual Report – 2016
Graph 17: SwapClear: Notional Value of LCH.C Ltd AUD Interest Rate Derivatives Registered (Flow). ... Graph 18: SwapClear: Notional Value Outstanding of LCH.C Ltd AUD Interest Rate Derivatives (Stock).
https://www.rba.gov.au/publications/annual-reports/psb/2016/graphs.html

Value-at-risk

1 Nov 1997 RDP 9708
Colleen Cassidy and Marianne Gizycki
10,000 / 0.8022). Change in portfolio value or delta (AUD). Position 1. ... The standard deviation of changes in the portfolio's total value is 46 AUD.
https://www.rba.gov.au/publications/rdp/1997/9708/value-at-risk.html

Financial Market Volatility and the World-wide Fall in Inflation

1 Dec 2009 RDP PDF 170KB
Theregressions use 5 exchange rates and their corresponding price differentials: AUD/USD, USD/YEN,USD/DEM, GBP/USD, USD/CAD. ... c) The regressions use 13 exchange rates and their corresponding inflation differentials: AUD/USD,AUD/YEN, AUD/DEM, AUD/CAD,
https://www.rba.gov.au/publications/rdp/1995/pdf/rdp9513.pdf

The Financial Crisis through the Lens of Foreign Exchange Swap Markets

10 Jun 2010 Bulletin – June 2010
Crystal Ossolinski and Andrew Zurawski
However, the premium was relatively short-lived for the AUD/USD pair compared to the EUR/USD pair, returning close to zero by the end of 2008. ... Graph 6. The premium in the AUD/USD foreign exchange swap market did not reflect strong demand for US
https://www.rba.gov.au/publications/bulletin/2010/jun/7.html

Australian Financial Market Volatility: An Exploration of Cross-country and Cross-market Linkages

1 Dec 2009 RDP PDF 776KB
As might be expected, theTWI had more consistent volatility than the USD/AUD. ... volatility, but the USD/AUD was also distinctlymore subdued than the other bilateral rates.
https://www.rba.gov.au/publications/rdp/1996/pdf/rdp9609.pdf

Developments in Foreign Exchange and OTC Derivatives Markets

15 Dec 2016 Bulletin – December 2016
Megan Garner, Anna Nitschke and David Xu
The Bank for International Settlements (BIS) conducts the Triennial Central Bank Survey of Foreign Exchange and Over-the-counter (OTC) Derivatives Markets Activity (Triennial Survey) to collect information about the size and structure of these
https://www.rba.gov.au/publications/bulletin/2016/dec/7.html

Abbreviations

27 Sep 2022 PSB Annual Report - 2022 PDF 76KB
https://www.rba.gov.au/publications/annual-reports/psb/2022/pdf/abbreviations.pdf

Foreign Currency Exposure and Hedging in Australia

10 Dec 2009 Bulletin – December 2009
Patrick D'Arcy and Muhummed Shah Idil
a). Counterparty. Long foreign currency/short AUD positions. Short foreign currency/long AUD positions. ... a). Long foreign currency/short AUD positions. Short foreign currency/long AUD positions.
https://www.rba.gov.au/publications/bulletin/2009/dec/1.html

High-denomination Banknotes in Circulation: A Cross-country Analysis

15 Mar 2018 Bulletin – March 2018
Gordon Flannigan and Stephanie Parsons
Growth in circulation has slowed more recently for AUD 100 and GBP 50 banknotes. ... For AUD 100 and CAD 100 banknotes, Asian demand appears to be of particular significance.
https://www.rba.gov.au/publications/bulletin/2018/mar/high-denomination-banknotes-in-circulation-a-cross-country-analysis.html

US Economic Data and the Australian Dollar

13 Jul 2009 Bulletin PDF 270KB
Reserve Bank of Australia Bulletin July 2009
https://www.rba.gov.au/publications/bulletin/2009/jul/pdf/bu-0709-2.pdf