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RBA Glossary definition for FX

FX – Foreign exchange

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References

8 Mar 2017 RDP 2017-01
David Reifschneider and Peter Tulip
Diebold FX and RS Mariano (1995), ‘Comparing Predictive Accuracy’, Journal of Business and Economic Statistics, 13(July), pp 253–263. ... Diebold FX, F Schorfheide and M Shin (2016), ‘Real-Time Forecast Evaluation of DSGE Models with Stochastic
https://www.rba.gov.au/publications/rdp/2017/2017-01/references.html
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Australian Money Market Divergence: Arbitrage Opportunity or Illusion?

12 Sep 2019 RDP PDF 1464KB
leg. Investment. leg. Total0. 20. 40. 60. 80. %FX swaps. Baseline.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-09.pdf

References

31 Dec 2001 RDP 2001-01
John Simon
Diebold FX and GD Rudebusch (1990), ‘A Nonparametric Investigation of Duration Dependence in the American Business Cycle’, Journal of Political Economy, 98(3), pp 596–616. ... Diebold FX and GD Rudebusch (1992), ‘Have Postwar Economic
https://www.rba.gov.au/publications/rdp/2001/2001-01/references.html

2010 BIS Triennial Survey Results – Australia

31 Aug 2010 Media Releases
6.8. 3.3. FX Swaps. 24.5. 35.3. 60.8. 107.0. 117.5. against AUD. ... 3.7. Non-financial institutions. 0.8. 1.1. 1.8. 1.9. 1.5. FX Swaps. 24.5.
https://www.rba.gov.au/media-releases/2010/mr-10-19-tables.html

References

13 Sep 2019 RDP 2019-09
Belinda Cheung and Sebastien Printant
651. Sushko V, C Borio, R McCauley and P McGuire (2016), ‘The Failure of Covered Interest Parity: FX Hedging Demand and Costly Balance Sheets’, BIS Working Papers No 590.
https://www.rba.gov.au/publications/rdp/2019/2019-09/references.html
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Property Prices and Bank Risk-taking | Conference – 2012

20 Aug 2012 Conferences
Giovanni Dell'Ariccia
In Europe, a similar trend took the form of a sharp increase in the share of FX-denominated loans. ... The lower interest rate attached to FX-denominated contracts increased affordability and reduced idiosyncratic risk.
https://www.rba.gov.au/publications/confs/2012/dellariccia.html

References

16 May 2008 RDP 2008-02
Hugo Gerard and Kristoffer Nimark
Diebold FX, TA Gunther and AS Tay (1998), ‘Evaluating Density Forecasts with Applications to Financial Risk Management’, International Economic Review, 39(4), pp 863–883. ... Diebold FX, J Hahn and AS Tay (1999), ‘Multivariate Density Forecast
https://www.rba.gov.au/publications/rdp/2008/2008-02/references.html

Appendix B: Time Line of Chinese Financial Reforms

31 Dec 2014 RDP 2014-10
Alexander Ballantyne, Jonathan Hambur, Ivan Roberts and Michelle Wright
The PBC introduces outright forward foreign exchange (FX) contracts to the CFETS. ... 2006. Renminbi FX swaps are introduced, over-the-counter trading of the renminbi is permitted and a market-making system is created.
https://www.rba.gov.au/publications/rdp/2014/2014-10/appendix-b.html
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Measuring Traded Market Risk: Value-at-risk and Backtesting Techniques

1 Dec 2009 RDP PDF 400KB
Table 3 shows the change in the portfoliogiven a 1 per cent move in each of the spot FX rates. ... Current Revalued (assuming a 1% increase in AUD). FX rates. JPY/AUD 86.46 87.32 (1.01 x 86.46).
https://www.rba.gov.au/publications/rdp/1997/pdf/rdp9708.pdf

Discussion of Central Bank Liquidity Provision and Core Funding Markets

19 Dec 2013 Conferences PDF 85KB
RBA Conference Volume 2013
https://www.rba.gov.au/publications/confs/2013/pdf/johnson-santor-disc.pdf