Search: HQLA
RBA Glossary definition for HQLA
HQLA – High-quality liquid assets
Search Results
Policy Panel | Conference – 2013
19 Aug 2013
Conferences
reverse repos or SNB Bills) will determine whether or not a reduction of CHF HQLA results. ... This will, however, not hold true for repo transactions against Level 2 assets or non-HQLA.
https://www.rba.gov.au/publications/confs/2013/policy-panel-2013.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
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
Discussion of On the Economics of Committed Liquidity Facilities
19 Dec 2013
Conferences
PDF
84KB
RBA Conference Volume 2013
https://www.rba.gov.au/publications/confs/2013/pdf/bech-keister-disc.pdf
OTC Derivatives Reform: Netting and Networks
19 Dec 2013
Conferences
PDF
488KB
RBA Conference Volume 2013
https://www.rba.gov.au/publications/confs/2013/pdf/heath-kelly-manning.pdf
OTC Derivatives Reform: Netting and Networks | Conference – 2013
19 Aug 2013
Conferences
The supply of HQLA is likely to be fixed in the short term. ... Of particular interest is collateral transformation, whereby an intermediary lends HQLA against less-liquid securities in return for a fee.
https://www.rba.gov.au/publications/confs/2013/heath-kelly-manning.html
Policy Panel
19 Dec 2013
Conferences
PDF
209KB
RBA Conference Volume 2013
https://www.rba.gov.au/publications/confs/2013/pdf/policy-panel-2013.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
Introduction to Liquidity and Funding Markets
19 Dec 2013
Conferences
PDF
74KB
RBA Conference Volume 2013
https://www.rba.gov.au/publications/confs/2013/pdf/intro-2013.pdf
Introduction | Conference – 2013
19 Aug 2013
Conferences
III. The LCR is a means of promoting liquidity self-insurance in the banking sector by requiring that banks hold a minimum quantum of high-quality liquid assets (HQLA). ... The authors conclude that an optimal pricing policy for a CLF will encourage
https://www.rba.gov.au/publications/confs/2013/intro-2013.html