Search: exchange rates
RBA Glossary definition for exchange rates
exchange rates – The price of one currency expressed in terms of another currency. Any exchange rate can be quoted two ways, e.g. Australian dollars per US dollar (USD/AUD) or US dollars per Australian dollar (AUD/USD). The convention for the Australian dollar is that it is quoted as the foreign currency price of the Australian dollar. This is sometimes referred to as the 'Indirect' method of quoting.
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Transfers in Reduction of Unfunded Adjustments Arising from Fluctuations in Exchange Rates
26 Jun 2023
RBA Annual Report
– 1977
Reserve Bank of Australia Annual Report – 1977 Financial Statements Note 7 Transfers in reduction of unfunded adjustments arising from fluctuations in exchange rates. ... 191,255. During 1976/77, net valuation gains arising from fluctuations in
https://www.rba.gov.au/publications/annual-reports/rba/1977/fin-statements/note-7.html
Risk Management
20 Sep 2018
RBA Annual Report
– 2018
The Reserve Bank is exposed to exchange rate risk as a large share of the Bank's assets are denominated in foreign currency, while most of the Bank's liabilities are ... billion. The increase in exchange rate risk over the previous decade and a half
https://www.rba.gov.au/publications/annual-reports/rba/2018/risk-management.html
Data Availability
25 Mar 2024
Chart Pack
Data availability for graphs included in the Bank's monthly ‘Chart Pack’
https://www.rba.gov.au/chart-pack/data-availability.html
Appendix C: Transmission of Exchange Rate Shocks
6 Apr 2018
RDP
2018-04
Figure C1: Aggregate Variable Response to an Exchange Rate Shock. Deviation from baseline. ... Note: 10 per cent appreciation of nominal exchange rate. Figure C2: Sectoral Output and Investment Response to an Exchange Rate Shock.
https://www.rba.gov.au/publications/rdp/2018/2018-04/appendix-c.html
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Appendix F: Real Exchange Rate Shocks are AR(1)
1 Jun 1993
RDP
9307
RDP 9307: Explaining Forward Discount Bias: Is it Anchoring? Appendix F: Real Exchange Rate Shocks are AR(1). ... Firstly, real exchange rate shocks are uncorrelated with the forward discount by assumption.
https://www.rba.gov.au/publications/rdp/1993/9307/appendix-f.html
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Discussion on Recent Thinking About Exchange Rate Determination and Policy | Conference – 1993
12 Jul 1993
Conferences
Indeed, for exchange rates against the US dollar, the forward premium does help to predict the change in the spot exchange rate, but with the wrong sign. ... In this context, it was noted that the countries with a high nominal-real exchange rate
https://www.rba.gov.au/publications/confs/1993/mussa-disc.html
Risk Management
24 Oct 2016
RBA Annual Report
– 2016
Holdings of foreign currency-denominated assets expose the Reserve Bank's balance sheet to fluctuations in exchange rates as the Bank's financial statements are reported in Australian dollars. ... As these assets serve a policy function, the Bank does
https://www.rba.gov.au/publications/annual-reports/rba/2016/risk-management.html
Capital Flows and Exchange Rates | Conference – 1999
9 Aug 1999
Conferences
Domestic interest rates were raised by less in those countries with less exchange rate flexibility. ... response to changes in foreign (US) interest rates than in those Latin countries with less exchange rate flexibility.
https://www.rba.gov.au/publications/confs/1999/grenville-gruen.html
Appendix B: Real Exchange Rate Model B
1 May 1996
RDP
9601
Download the Paper 204. KB. This appendix explains how the preferred specifications for real exchange rate model B are determined. ... Specifically, we have the following real exchange rate models:. Note that model (B8) is simply exchange rate model A.
https://www.rba.gov.au/publications/rdp/1996/9601/appendix-b.html
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Risk Management
25 Sep 2017
RBA Annual Report
– 2017
The largest financial risk that the Reserve Bank is exposed to is exchange rate risk as a large share of the Bank's assets are denominated in foreign currency, while most ... The increase in exchange rate risk over the previous decade and a half mainly
https://www.rba.gov.au/publications/annual-reports/rba/2017/risk-management.html