Search: foreign-currency liquidity
RBA Glossary definition for foreign-currency liquidity
foreign-currency liquidity – The capacity to exchange foreign currency for domestic currency without significantly moving the exchange rate. The extent to which a foreign currency may be traded readily without causing a significant movement in price.
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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Financial Intermediaries
10 Mar 2006
FSR
– March 2006
This reliance on foreign funding has not exposed the banking system to foreign exchange risk, as the currency risk on foreign-currency-denominated debt is typically fully hedged using cross-currency ... low at $18 billion, and that this was more than
https://www.rba.gov.au/publications/fsr/2006/mar/fin-intermed.html
The Australian Financial System
20 Oct 2016
FSR
– October 2016
Banks' resilience to liquidity and funding shocks has improved since the financial crisis. ... Each of the major banks have issued AT1 instruments this year despite primary market spreads remaining elevated, and ANZ issued the first foreign
https://www.rba.gov.au/publications/fsr/2016/oct/aus-fin-sys.html
Financial Intermediaries
10 Mar 2004
FSR
– March 2004
Another determinant of credit risk is the mix between banks' domestic and foreign assets. ... The vast bulk of the banks' foreign currency borrowing is fully hedged and hence does not carry exchange rate risk.
https://www.rba.gov.au/publications/fsr/2004/mar/fin-intermed.html
Financial Intermediaries
10 Mar 2007
FSR
– March 2007
Lately, foreign-owned banks' assets have grown particularly strongly, increasing by 20 per cent over the year to January (Graph 33). ... The foreign-currency risk is, however, almost fully hedged using derivative instruments.
https://www.rba.gov.au/publications/fsr/2007/mar/fin-intermed.html
Domestic Financial Conditions
10 Nov 2023
SMP
– November 2023
Domestic Financial Conditions | Statement on Monetary Policy – November 2023
https://www.rba.gov.au/publications/smp/2023/nov/domestic-financial-conditions.html
Box B: US Dollar Swap Arrangements between Central Banks
10 Nov 2008
SMP
– November 2008
The recipient central bank then auctions the US dollars to its domestic counterparties, typically against local-currency-denominated collateral eligible in its usual domestic liquidity operations. ... As a result of these swaps, the balance sheet of the
https://www.rba.gov.au/publications/smp/2008/nov/box-b.html
Statement on Monetary Policy
6 Dec 2023
SMP
- August 2023
PDF
9542KB
https://www.rba.gov.au/publications/smp/2023/aug/pdf/statement-on-monetary-policy-2023-08.pdf
Domestic Financial Conditions
5 May 2023
SMP
– May 2023
Domestic Financial Conditions | Statement on Monetary Policy – May 2023
https://www.rba.gov.au/publications/smp/2023/may/domestic-financial-conditions.html
The Australian Financial System
20 Oct 2015
FSR
– October 2015
Depreciation of the Australian dollar also tends to add to banks' liquidity because they then receive collateral inflows from counterparties to their derivative transactions for hedging foreign-currency-denominated debt. ... Banks' HQLA was split roughly
https://www.rba.gov.au/publications/fsr/2015/oct/aus-fin-sys.html
Overview
24 Sep 2013
FSR
September 2013
PDF
842KB
https://www.rba.gov.au/publications/fsr/2013/sep/pdf/overview.pdf