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RBA Glossary definition for FX

FX – Foreign exchange

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Abbreviations

9 Aug 2023 RBA Annual Report - 2022 PDF 65KB
https://www.rba.gov.au/publications/annual-reports/rba/2022/pdf/abbreviations.pdf

Reserve Bank of Australia Annual Report 2023

1 May 2024 RBA Annual Report - 2023 PDF 9575KB
https://www.rba.gov.au/publications/annual-reports/rba/2023/pdf/rba-annual-report-2023.pdf

References

16 May 2008 RDP 2008-02
Hugo Gerard and Kristoffer Nimark
Diebold FX, TA Gunther and AS Tay (1998), ‘Evaluating Density Forecasts with Applications to Financial Risk Management’, International Economic Review, 39(4), pp 863–883. ... Diebold FX, J Hahn and AS Tay (1999), ‘Multivariate Density Forecast
https://www.rba.gov.au/publications/rdp/2008/2008-02/references.html

Appendix B: Time Line of Chinese Financial Reforms

31 Dec 2014 RDP 2014-10
Alexander Ballantyne, Jonathan Hambur, Ivan Roberts and Michelle Wright
The PBC introduces outright forward foreign exchange (FX) contracts to the CFETS. ... 2006. Renminbi FX swaps are introduced, over-the-counter trading of the renminbi is permitted and a market-making system is created.
https://www.rba.gov.au/publications/rdp/2014/2014-10/appendix-b.html
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References

13 Sep 2019 RDP 2019-09
Belinda Cheung and Sebastien Printant
651. Sushko V, C Borio, R McCauley and P McGuire (2016), ‘The Failure of Covered Interest Parity: FX Hedging Demand and Costly Balance Sheets’, BIS Working Papers No 590.
https://www.rba.gov.au/publications/rdp/2019/2019-09/references.html
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References

31 Dec 2015 RDP 2015-12
Jonathan Hambur, Lynne Cockerell, Christopher Potter, Penelope Smith and Michelle Wright
Asian Economic Papers. , 5(2), pp 7–29. Diebold FX (2015), ‘Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests’,. ... Journal of Business & Economic Statistics. , 33(1), pp 1–9.
https://www.rba.gov.au/publications/rdp/2015/2015-12/references.html

Measuring Traded Market Risk: Value-at-risk and Backtesting Techniques

1 Dec 2009 RDP PDF 400KB
Table 3 shows the change in the portfoliogiven a 1 per cent move in each of the spot FX rates. ... Current Revalued (assuming a 1% increase in AUD). FX rates. JPY/AUD 86.46 87.32 (1.01 x 86.46).
https://www.rba.gov.au/publications/rdp/1997/pdf/rdp9708.pdf

Risk Management

17 Oct 2019 RBA Annual Report – 2019
Reserve Bank of Australia Annual Report – 2019 Risk Management. As the Reserve Bank is exposed to significant risks when carrying out its policy responsibilities, a framework for managing these risks is embedded in the culture of the Bank. The Bank
https://www.rba.gov.au/publications/annual-reports/rba/2019/risk-management.html

Operations in Financial Markets

12 Apr 2020 RBA Annual Report – 2020
The Reserve Bank's activities in the foreign exchange market are conducted in a manner consistent with the principles of the FX Global Code. ... A ‘Statement of Commitment to the FX Global Code’ has been signed on behalf of the Bank.
https://www.rba.gov.au/publications/annual-reports/rba/2020/operations-in-financial-markets.html

Abbreviations

27 Oct 2022 RBA Annual Report – 2022
FSS. Fast Settlement Service (of RITS). FTE. full-time equivalent. FX. foreign exchange.
https://www.rba.gov.au/publications/annual-reports/rba/2022/abbreviations.html