Search: HQLA
RBA Glossary definition for HQLA
HQLA – High-quality liquid assets
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Resilience of the Australian Financial System
6 Oct 2023
FSR
– October 2023
Resilience of the Australian Financial System | Financial Stability Review – October 2023
https://www.rba.gov.au/publications/fsr/2023/oct/australian-financial-system.html
Committed Liquidity Facility
16 Sep 2022
Table 1: Holdings of HQLA Securities by Domestically Incorporated LCR ADIs and Non-residents. ... HQLA securities. (a). $A billion. Share of HQLA securities held by domestically incorporated LCR ADIs.
https://www.rba.gov.au/mkt-operations/committed-liquidity-facility.html
Some Effects of the New Liquidity Regime
16 Dec 2015
Speech
Speech by Guy Debelle, Assistant Governor (Financial Markets), at The Australasian Finance and Banking Conference, Sydney
https://www.rba.gov.au/speeches/2015/sp-ag-2015-12-16.html
The Committed Liquidity Facility: 2015–2022
25 Jan 2024
Bulletin
– January 2024
The Reserve Bank’s Committed Liquidity Facility (CLF) was used from 2015 to 2022 to enhance the resilience of the banking system to times of liquidity stress.
https://www.rba.gov.au/publications/bulletin/2024/jan/the-committed-liquidity-facility-2015-2022.html
Discussion On the Economics of Committed Liquidity Facilities | Conference – 2013
19 Aug 2013
Conferences
Presently, under Basel III rules, a CLF is permitted only for jurisdictions with a limited supply of HQLA. ... the demand for HQLA will consequently fall, reducing the yield spread until it equals the cost of the CLF.
https://www.rba.gov.au/publications/confs/2013/bech-keister-disc.html
List of tables
20 Oct 2015
FSR
– October 2015
Committed Liquidity Facility. (b). 251. 6. (a) LCR equals the sum of HQLA and CLF divided by net cash outflows.
https://www.rba.gov.au/publications/fsr/2015/oct/tables.html
Operations in Financial Markets
12 Apr 2020
RBA Annual Report
– 2020
This was largely due to an increase in the value of HQLA securities that LCR banks can reasonably hold. ... The Reserve Bank will conduct its assessment of LCR banks' reasonable holdings of HQLA securities for 2021 in late 2020.
https://www.rba.gov.au/publications/annual-reports/rba/2020/operations-in-financial-markets.html
Long and Variable Monetary Policy Lags
20 Mar 2023
Speech
Speech delivered by Christopher Kent, Assistant Governor (Financial Markets), KangaNews DCM Summit, Sydney
https://www.rba.gov.au/speeches/2023/sp-ag-2023-03-20.html
Liquidity
16 Dec 2014
Speech
Speech by Guy Debelle at the 27th Australasian Finance and Banking Conference, Sydney
https://www.rba.gov.au/speeches/2014/sp-ag-161214.html
On the Economics of Committed Liquidity Facilities | Conference – 2013
19 Aug 2013
Conferences
Two types (or ‘levels’) of assets can be counted toward the calculation of HQLA in the numerator of the ratio. ... that would arise in an economy where HQLA is plentiful and there is no CLF.
https://www.rba.gov.au/publications/confs/2013/bech-keister.html