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
Credit Spreads, Monetary Policy and the Price Puzzle
1 Jan 2020
RDP
2020-01
Accordingly, the Board may follow a risk management approach in which it weighs both ‘hard’, quantitative information that enters the Bank's central forecasts with ‘soft’, qualitative advice on the risks ... As a result, risk premia on money and
https://www.rba.gov.au/publications/rdp/2020/2020-01/full.html
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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
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Australia's Experience with Financial Reform
31 Dec 2014
RDP
2014-10
The effectiveness of open market operations as a liquidity management tool was further hampered by structural issues associated with the market for government securities, including the following. ... Early steps in the deregulation of the banking sector
https://www.rba.gov.au/publications/rdp/2014/2014-10/aus-exp-fin-reform.html
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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
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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
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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
References
24 May 2024
RDP
2024-03
Becker C and S Woon (2019), ‘A Case Study of Liquidity Management on 3 August 2016’, RBA website, Teacher Materials, Presentation Notes, January. ... Kent C (2020), ‘The Reserve Bank's Operations – Liquidity, Market Function and Funding’,
https://www.rba.gov.au/publications/rdp/2024/2024-03/references.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