Search: HQLA
RBA Glossary definition for HQLA
HQLA – High-quality liquid assets
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Discussion of OTC Derivatives Reform: Netting and Networks
19 Dec 2013
Conferences
PDF
87KB
RBA Conference Volume 2013
https://www.rba.gov.au/publications/confs/2013/pdf/heath-kelly-manning-disc.pdf
Financial Stability Review
15 Nov 2023
FSR
- October 2023
PDF
4631KB
https://www.rba.gov.au/publications/fsr/2023/oct/pdf/financial-stability-review-2023-10.pdf
Contagion Modelling and Feedback Loops
20 Sep 2022
RDP
2022-03
For example, in a scenario where there is a liquidity run at a major bank of sufficient size that it begins to sell HQLA, the additional loss of capital due to ... These small effects primarily reflect that HQLA markets are assumed to be – as the name
https://www.rba.gov.au/publications/rdp/2022/2022-03/contagion-modelling-and-feedback-loops.html
See 2 more results from "RDP 2022-03"
Abbreviations
27 Oct 2022
RBA Annual Report
– 2022
HQLA. high-quality liquid assets. IAT. Incident Assessment Team. IMF. International Monetary Fund.
https://www.rba.gov.au/publications/annual-reports/rba/2022/abbreviations.html
The Australian Financial System
21 Nov 2022
FSR
- October 2022
PDF
1212KB
https://www.rba.gov.au/publications/fsr/2022/oct/pdf/03-australian-financial-system.pdf
The Australian Financial System
8 Oct 2021
FSR
– October 2021
Banks' holdings of high-quality liquid assets (HQLA) have increased since the onset of the pandemic. ... The CLF complements available HQLA to ensure banks have sufficient access to liquid assets for a stressed period.
https://www.rba.gov.au/publications/fsr/2021/oct/australian-financial-system.html
Discussion on OTC Derivatives Reform: Netting and Networks | Conference – 2013
19 Aug 2013
Conferences
A third issue relates to the modelling (or lack thereof) of the HQLA market and the specification of eligible collateral. ... The authors do address the issue of HQLA supply considerations in their policy discussion.
https://www.rba.gov.au/publications/confs/2013/heath-kelly-manning-disc.html
The Economics of Shadow Banking
6 Jan 2014
Conferences
PDF
316KB
RBA Conference Volume 2013
https://www.rba.gov.au/publications/confs/2013/pdf/singh.pdf
Emergency Liquidity Injections
3 Oct 2019
RDP
PDF
2093KB
assets (HQLA) then had difficulty meeting their short-term liabilities. Governments and central banks. ... This link is why the. LCR requires banks to hold a quantity of HQLA that depends on their short-term liabilities.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-10.pdf
Notes to and Forming Part of the Financials Statements
9 Aug 2023
RBA Annual Report
- 2022
PDF
284KB
https://www.rba.gov.au/publications/annual-reports/rba/2022/pdf/notes.pdf