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
Demand in the Repo Market: Indirect Perspectives from Open Market Operations from 2006 to 2020
15 May 2024
RDP
2024-03
Preferred terms are associated with those maturity dates that coincide with the liquidity management task undertaken by the central bank. ... Becker C and S Woon (2019), ‘A Case Study of Liquidity Management on 3 August 2016’, RBA website, Teacher
https://www.rba.gov.au/publications/rdp/2024/2024-03/full.html
See 9 more results from "RDP 2024-03"
Australian Money Market Divergence: Arbitrage Opportunity or Illusion?
12 Sep 2019
RDP
PDF
1464KB
The return enhancement offered by the. persistently wide basis is regularly utilised by the Reserve Bank in its liquidity management operations (RBA 2018). ... Major banks were important providers of liquidity in money markets prior to the financial
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-09.pdf
References
31 Dec 2013
RDP
2013-15
Funding Patterns and Liquidity Management of Internationally Active Banks. , CGFS Papers No 39, Bank for International Settlements, Basel. ... Daniel J (2008), ‘A Variable-Rate Loan-Prepayment Model for Australian Mortgages’,. Australian Journal of
https://www.rba.gov.au/publications/rdp/2013/2013-15/references.html
See 6 more results from "RDP 2013-15"
ISO 20022 Migration for the Australian Payments System – Responses and Options Paper
11 Sep 2019
Consultations
PDF
1175KB
Systems and processes for treasury. management of ESA liquidity would continue to be required by participants as now. ... send and receive messages from RITS to perform credit and liquidity management and to.
https://www.rba.gov.au/publications/consultations/201909-iso-20022-migration-for-the-australian-payments-system-responses-options/pdf/consultation-paper.pdf
Central Counterparty Loss Allocation and Transmission of Financial Stress
18 Mar 2015
RDP
2015-02
The reforms aim to reduce interconnectedness and improve counterparty risk management in these important markets. ... Following Heath, Kelly and Manning (2013), the paper examines liquidity and solvency risk under alternative clearing configurations, but
https://www.rba.gov.au/publications/rdp/2015/2015-02.html
See 7 more results from "RDP 2015-02"
China’s Evolving Monetary Policy Framework in International Context
4 Dec 2019
RDP
PDF
1923KB
Council, the formulation of aggregate supply and demand management policies is more tightly. ... institutional set-up, increased focus on the management of expectations via increased transparency.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-11.pdf
Macroprudential Limits on Mortgage Products: The Australian Experience
4 Aug 2021
RDP
PDF
2345KB
capital and liquidity requirements. This leaves banks with capability to shift their credit portfolios.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-07.pdf
Costs and Benefits of a Repo CCP – Issues for Consultation | Central Clearing of Repos in Australia: A Consultation Paper | Consultations
6 Mar 2015
Consultations
Repos that involve Australian dollar cash and high-quality liquid securities play an important role in funding and liquidity management activities in Australian financial markets. ... Section 3.2 considered the various ways in which central clearing
https://www.rba.gov.au/publications/consultations/201503-central-clearing-of-repos-in-australia/costs-benefits-repo-ccp.html
The Role of Collateral in Borrowing
14 Jan 2021
RDP
PDF
1784KB
liquidity around the world. The Australian interbank markets present an ideal platform for identifying. ... fluctuating liquidity needs across both markets. A negative relationship suggests that they are.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-01.pdf
Introduction | Central Clearing of Repos in Australia: A Consultation Paper | Consultations
6 Mar 2015
Consultations
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/introduction.html