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.
Search Results
Identifying Repo Market Microstructure from Securities Transactions Data
13 Aug 2018
RDP
PDF
2622KB
transacted through foreign (i.e. non-Austraclear) infrastructure, the two datasets have a robust. ... day liquidity needs that arise from their business-related cash flows. Moreover, the interest rates.
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-09.pdf
The Australian Financial System
12 Apr 2019
FSR
– April 2019
Australian banks fully hedge the foreign currency (and interest rate) risk arising from their use of foreign-currency debt. ... In addition, Australian banks use most of their offshore funding to finance Australian assets, rather than foreign
https://www.rba.gov.au/publications/fsr/2019/apr/australian-financial-system.html
Financial Intermediaries
10 Mar 2005
FSR
– March 2005
Returns were held down by the lower profits of the National Australia Bank, following problems with its foreign currency options trading and other writedowns. ... One positive consequence of these longer-term borrowings is that they reduce the likelihood
https://www.rba.gov.au/publications/fsr/2005/mar/fin-intermed.html
Box E: Financial Soundness Indicators
10 Mar 2005
FSR
– March 2005
23. Foreign-currency-denominated loans to total loans. 24. Foreign-currency-denominated liabilities to total liabilities. ... 30. Earnings to interest and principal expenses. 31. Net foreign exchange exposure to equity.
https://www.rba.gov.au/publications/fsr/2005/mar/box-e.html
Conclusions
31 Dec 2011
RDP
2011-02
But, the central bank's ability to maintain a given exchange rate with market forces that would otherwise depreciate the domestic currency is limited by its stock of foreign reserves. ... The central bank can buy foreign currency without bounds, but can
https://www.rba.gov.au/publications/rdp/2011/2011-02/conclusions.html
See 2 more results from "RDP 2011-02"
Financial Intermediaries
10 Sep 2006
FSR
– September 2006
Over 90 per cent of offshore debt securities have been issued in foreign currencies, with the US dollar the largest individual currency of denomination. ... The preponderance of foreign-currency denominated debt has not, however, exposed the banking
https://www.rba.gov.au/publications/fsr/2006/sep/fin-intermed.html
Box A: Funding Composition of Banks in Australia
24 Sep 2012
FSR
– September 2012
PDF
198KB
https://www.rba.gov.au/publications/fsr/2012/sep/pdf/box-a.pdf
The Australian Financial System
10 Mar 2011
FSR
– March 2011
the Australian dollar has reduced the local-currency value of foreign-currency loans. ... Banks continue to improve their liquidity position in the wake of the crisis.
https://www.rba.gov.au/publications/fsr/2011/mar/aus-fin-sys.html
A History of Australian Corporate Bonds
29 Jan 2015
RDP
PDF
606KB
13 For more information on foreign currency hedging see D’Arcy, Shah Idil and Davis (2009). ... Around half of non-financial corporations’ foreign currency debt is hedged using derivatives (D’Arcy et al 2009).
https://www.rba.gov.au/publications/rdp/2012/pdf/rdp2012-09.pdf
Where's the Money? An Investigation into the Whereabouts and Uses of Australian Banknotes
1 Dec 2018
RDP
2018-12
For the entire euro area, Stenkula (2004) estimates that around 10 per cent of national currency banknotes were not redeemed for euros, with wide variation between countries. ... Cash held by overseas foreign exchange businesses that service tourists
https://www.rba.gov.au/publications/rdp/2018/2018-12/full.html
See 2 more results from "RDP 2018-12"