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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Funding Behaviour
31 Dec 2013
RDP
2013-15
Furthermore, a sizeable proportion of Australia's superannuation assets are invested in foreign currency-denominated assets, some of which are hedged back into Australian dollars. ... For a broader discussion of foreign currency hedging by Australian
https://www.rba.gov.au/publications/rdp/2013/2013-15/funding-behaviour.html
See 5 more results from "RDP 2013-15"
Australian Money Market Divergence: Arbitrage Opportunity or Illusion?
12 Sep 2019
RDP
PDF
1464KB
of Australian dollars (AUD) into the foreign currency. Specifically, it is the return earned from. ... lending AUD against the foreign currency in the spot market, investing the foreign currency in.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-09.pdf
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
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
Box E: Financial Soundness Indicators
21 Mar 2005
FSR
- March 2005
PDF
43KB
https://www.rba.gov.au/publications/fsr/2005/mar/pdf/box-e.pdf
The Australian Financial System
10 Sep 2013
FSR
– September 2013
The depreciation of the Australian dollar against the US dollar this year should slightly reduce the need for banks to use global funding markets, as less foreign currency issuance is required ... A further factor boosting the banks' liquid assets
https://www.rba.gov.au/publications/fsr/2013/sep/aus-fin-sys.html
The Australian Financial System
10 Mar 2015
FSR
– March 2015
Banks have retained good access to a range of foreign currency bond markets, even though the cost of swapping some foreign currencies back into Australian dollars has increased a little. ... 19). While the recent depreciation of the Australian dollar
https://www.rba.gov.au/publications/fsr/2015/mar/aus-fin-sys.html
Overview
13 Oct 2016
FSR
October 2016
PDF
89KB
https://www.rba.gov.au/publications/fsr/2016/oct/pdf/overview.pdf
The Australian Financial System
10 Apr 2018
FSR
– April 2018
Much of this offshore borrowing is in foreign currencies. Australian-located banks' net foreign currency liability position as at March 2017 was $238 billion, which was around 120 per cent of ... However, the 2017 Survey of Foreign Currency Exposures
https://www.rba.gov.au/publications/fsr/2018/apr/australian-financial-system.html