Search: CLF

Sort by: Relevance Date
1–10 of 99 search results for CLF

RBA Glossary definition for CLF

CLF – Committed Liquidity Facility

Search Results

Discussion On the Economics of Committed Liquidity Facilities | Conference – 2013

19 Aug 2013 Conferences
There are other regulatory issues and challenges that affect the operation of a CLF under the LCR. ... Operating a CLF differently in normal and stressed states, which further requires clearly defining such periods.
https://www.rba.gov.au/publications/confs/2013/bech-keister-disc.html

Notes to and Forming Part of the Financial Statements

19 Oct 2023 RBA Annual Report – October 2023
Any fees received from providing the CLF are recognised as fee income in net profit. ... The CLF provides ADIs with a contractual commitment to funding under repurchase agreements with the RBA, subject to certain conditions.
https://www.rba.gov.au/publications/annual-reports/rba/2023/financial-statements/notes.html

Operations in Financial Markets

20 Sep 2018 RBA Annual Report – 2018
Asset-backed securities – particularly self-securitised RMBS – are also the major asset provided as collateral for the Committed Liquidity Facility (CLF) (see below). ... To address this, the Reserve Bank provides some institutions with a contractual
https://www.rba.gov.au/publications/annual-reports/rba/2018/operations-in-financial-markets.html

Notes to and Forming Part of the Financials Statements

27 Oct 2022 RBA Annual Report – October 2022
k) Committed Liquidity Facility. The RBA provides a Committed Liquidity Facility (CLF) to eligible ADIs. ... Fees received from providing the CLF are recognised as fee income in net profit.
https://www.rba.gov.au/publications/annual-reports/rba/2022/financial-statements/notes.html

2.2 Operations in Financial Markets

19 Oct 2023 RBA Annual Report – October 2023
Operations in Financial Markets | Reserve Bank of Australia Annual Report – October 2023
https://www.rba.gov.au/publications/annual-reports/rba/2023/operations-in-financial-markets.html

Operations in Financial Markets

27 Oct 2022 RBA Annual Report – October 2022
In addition, any bank seeking to use the CLF must have positive net worth. ... The available CLF amounts for each of these banks is counted towards their LCR requirements.
https://www.rba.gov.au/publications/annual-reports/rba/2022/operations-in-financial-markets.html

On the Economics of Committed Liquidity Facilities | Conference – 2013

19 Aug 2013 Conferences
Morten L Bech and Todd Keister
Table 1: CLF Term Sheets. Reserve Bank of Australia. South African Reserve Bank. ... i. 0 of CLF rights, again with the objective of maximising Equation (13).
https://www.rba.gov.au/publications/confs/2013/bech-keister.html

Operations in Financial Markets

12 Apr 2020 RBA Annual Report – 2020
In addition, any bank seeking to use the CLF must have positive net worth. ... The total size of the CLF in 2020 was $226 billion, down from $243 billion in 2019.
https://www.rba.gov.au/publications/annual-reports/rba/2020/operations-in-financial-markets.html

Reserve Bank of Australia Annual Report 2023

18 Oct 2023 RBA Annual Report - 2023 PDF 402KB
https://www.rba.gov.au/publications/annual-reports/rba/2023/pdf/notes.pdf

On the Economics of Committed Liquidity Facilities

19 Dec 2013 Conferences PDF 823KB
RBA Conference Volume 2013
https://www.rba.gov.au/publications/confs/2013/pdf/bech-keister.pdf