Search: liquidity management
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.
RBA Glossary definition for liquidity management
liquidity management – Activities within a financial institution to ensure that holdings of liquid assets (e.g. cash, bank deposits and other financial assets) are sufficient to meet its obligations as they fall due, including unexpected transactions.
Search Results
Payment System Design and Participant Operational Disruptions
28 Jan 2015
RDP
PDF
578KB
However, this may oversimplify the issue of size, since the timing of the disruption and the stricken participant’s liquidity- and queue-management behaviour also affect the systemic impact of the ... $b$b Pure RTGS RITS replica. Some more
https://www.rba.gov.au/publications/rdp/2012/pdf/rdp2012-05.pdf
Central Clearing of Repos in Australia: Conclusions
28 Oct 2015
Consultations
PDF
306KB
liquidity management activities. ... In addition, to ensure smooth default management it was noted that the CCP would need access to a large reserve of securities and liquidity.
https://www.rba.gov.au/publications/consultations/201503-central-clearing-of-repos-in-australia/conclusions/pdf/central-clearing-of-repos-in-australia-conclusions-2015-10.pdf
References
25 Oct 2022
RDP
2022-05
Jeenas P (2019), ‘Firm Balance Sheet Liquidity, Monetary Policy Shocks, and Investment Dynamics’, Centre de Recerca en Economia Internacional, CREi Working Paper, June. ... Kochiyama T and R Nakamura (2014), ‘Role, Structure, and Determinants of
https://www.rba.gov.au/publications/rdp/2022/2022-05/references.html
See 3 more results from "RDP 2022-05"
Key Features of Repo CCPs | Central Clearing of Repos in Australia: A Consultation Paper | Consultations
6 Mar 2015
Consultations
In such circumstances, the liquidity risk would be the price of the security. ... Accordingly, a repo CCP would be eligible to access the Bank's liquidity facilities to support its liquidity management in the event that market sources were unavailable.
https://www.rba.gov.au/publications/consultations/201503-central-clearing-of-repos-in-australia/key-features-repo-ccp.html
The Yield and Market Function Effects of the Reserve Bank of Australia’s Bond Purchases
19 May 2022
RDP
PDF
1938KB
normal times, when government bond markets are liquid and well-functioning, liquidity premia are. ... via the portfolio rebalancing channel lowering term premia: liquidity premia were already low and,.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-02.pdf
The Real Effects of Debt Covenants: Evidence from Australia
24 Oct 2022
RDP
PDF
1647KB
performance (total revenue), credit (debt), financial structure (gearing ratio) and liquidity (cash.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-05.pdf
The Yield and Market Function Effects of the Reserve Bank of Australia's Bond Purchases
24 May 2022
RDP
2022-02
outside of periods of market dysfunction, liquidity premia are typically low in the AGS market). ... Overall, we tend to find larger effects when one would expect liquidity premia to be relatively high.
https://www.rba.gov.au/publications/rdp/2022/2022-02/full.html
See 6 more results from "RDP 2022-02"
Submission to the Financial System Inquiry March 2014
10 Nov 2017
Submissions
PDF
3041KB
Financial System Inquiry
https://www.rba.gov.au/publications/submissions/financial-sector/financial-system-inquiry-2014-03/pdf/financial-system-inquiry-2014-03.pdf
Australian Money Market Divergence: Arbitrage Opportunity or Illusion?
1 Sep 2019
RDP
2019-09
Major banks were important providers of liquidity in money markets prior to the financial crisis. ... The return enhancement offered by the persistently wide basis is regularly utilised by the Reserve Bank in its liquidity management operations (RBA 2018)
https://www.rba.gov.au/publications/rdp/2019/2019-09/full.html
See 5 more results from "RDP 2019-09"
Central Clearing of Repos in Australia: A Consultation Paper
25 May 2015
Consultations
PDF
389KB
in financial institutions’ funding and liquidity management activities. ... more frequently in periods of market volatility – and coordinated management of any participant default.
https://www.rba.gov.au/publications/consultations/201503-central-clearing-of-repos-in-australia/pdf/201503-central-clearing-of-repos-in-australia.pdf