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RBA Glossary definition for FX

FX – Foreign exchange

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Australian Money Market Divergence: Arbitrage Opportunity or Illusion?

12 Sep 2019 RDP PDF 1464KB
leg. Investment. leg. Total0. 20. 40. 60. 80. %FX swaps. Baseline.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-09.pdf

References

31 Dec 2001 RDP 2001-01
John Simon
Diebold FX and GD Rudebusch (1990), ‘A Nonparametric Investigation of Duration Dependence in the American Business Cycle’, Journal of Political Economy, 98(3), pp 596–616. ... Diebold FX and GD Rudebusch (1992), ‘Have Postwar Economic
https://www.rba.gov.au/publications/rdp/2001/2001-01/references.html

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

Discussion of Central Bank Liquidity Provision and Core Funding Markets

19 Dec 2013 Conferences PDF 85KB
RBA Conference Volume 2013
https://www.rba.gov.au/publications/confs/2013/pdf/johnson-santor-disc.pdf

Australian OTC Derivatives Markets: Insights from the BIS Semiannual Survey

10 Dec 2012 Bulletin – December 2012
Jason Ahn, Mihovil Matić and Christian Vallence
Sources: BIS; RBA. Around half of all foreign exchange (FX) derivatives instruments are FX swaps and a further 40 per cent are cross-currency swaps. ... FX derivatives comprise a higher proportion of Australian banks' outstanding derivatives positions
https://www.rba.gov.au/publications/bulletin/2012/dec/5.html

March | 2022

17 Mar 2022 Bulletin
Insights into the economy and financial system from teams throughout the Reserve Bank of Australia
https://www.rba.gov.au/publications/bulletin/2022/mar/

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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2019

8 Feb 2019 Bulletin
Insights into the economy and financial system from teams throughout the Reserve Bank of Australia
https://www.rba.gov.au/publications/bulletin/2019/

More on Risks in Banking

23 Feb 2001 Bulletin PDF 43KB
FX settlementrisk would be eliminated. Unfortunately, groups such as the G10countries and the G20 banks do not have. ... This is essential, because FX is clearlythe next frontier of risk reduction in thepayments system.
https://www.rba.gov.au/publications/bulletin/1997/nov/pdf/bu-1197-4.pdf

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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