Search: USD
RBA Glossary definition for USD
USD – US dollar. Also referred to as US$.
Search Results
3.3 Risk Management
19 Oct 2023
RBA Annual Report
– October 2023
Risk Management | Reserve Bank of Australia Annual Report – October 2023
https://www.rba.gov.au/publications/annual-reports/rba/2023/risk-management.html
Australian Money Market Divergence: Arbitrage Opportunity or Illusion?
1 Sep 2019
RDP
2019-09
Relative to cash rate expectations, the gross return on USD swaps increased to 60 basis points. ... AUD into USD. Bloomberg. We assume the USD leg is. invested in US LIBOR.
https://www.rba.gov.au/publications/rdp/2019/2019-09/full.html
See 5 more results from "RDP 2019-09"
Appendix A: Data Sources
31 Dec 2001
RDP
2001-04
Datastream code. Australia (dollar). AUD/USD. AUI.RF. Belgium (B franc). USD/BEF. BGI.RF. ... Canada (dollar). USD/CAD. CNI.RF. Chile (peso). USD/CLP. CLI.RF. China (renminbi). USD/CNY.
https://www.rba.gov.au/publications/rdp/2001/2001-04/appendix-a.html
See 1 more results from "RDP 2001-04"
Australian Money Market Divergence: Arbitrage Opportunity or Illusion?
12 Sep 2019
RDP
PDF
1464KB
three-month JPY or USD London Interbank Offered Rate (LIBOR), and swapping the proceeds. ... swaps directed into USD were not profitable for the supervised major banks until forward rates.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-09.pdf
Reserve Bank of Australia Annual Report 2023
1 May 2024
RBA Annual Report
- 2023
PDF
304KB
https://www.rba.gov.au/publications/annual-reports/rba/2023/pdf/risk-management.pdf
List of tables
10 Sep 2014
FSR
– September 2014
8.25. USD 2.0. UK. AT1. 7%. Equity conversion. Crédit Agricole. Apr 14. ... UBS. May 14. 5.125. USD 2.5. Switzerland. T2. 5%. Principal write-down (full).
https://www.rba.gov.au/publications/fsr/2014/sep/tables.html
Risk Management
27 Oct 2022
RBA Annual Report
– October 2022
ES account balances have also increased as the Bank increased gross US dollar foreign exchange reserves by entering into long-term AUD/USD foreign exchange swaps with maturities of up to ... yield if held to maturity and long-term AUD/USD foreign
https://www.rba.gov.au/publications/annual-reports/rba/2022/risk-management.html
Volatility of the Australian Dollar Exchange Rate
19 Nov 2012
RDP
PDF
525KB
AUD/USD 1980 1981 1982 1983 1980-1983. 1984 1985 1986 1987 1988 1989 1984-1989. ... AUD/USD AUD/TWI AUD/ MERM. Standard Deviation of Daily Percentage Change. 1980 0.22 0.06 n.a.
https://www.rba.gov.au/publications/rdp/1990/pdf/rdp9010.pdf
List of tables
10 Mar 2006
FSR
– March 2006
Currency. Total. AUD. USD. EUR. GBP. Other. United Kingdom. 6.0. 21.6.
https://www.rba.gov.au/publications/fsr/2006/mar/tables.html
List of tables
10 Sep 2006
FSR
– September 2006
AUD. USD. EUR. GBP. Other. United Kingdom. 5.1. 20.5. 21.6. 11.5.
https://www.rba.gov.au/publications/fsr/2006/sep/tables.html