Search: HQLA
RBA Glossary definition for HQLA
HQLA – High-quality liquid assets
Search Results
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
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
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
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 | Conference – 2013
19 Aug 2013
Conferences
high-quality liquid assets (HQLA)). There may be other conceptual and practical limitations to the effectiveness of demand-side policies. ... This section discusses how QE-type efforts convert what had been HQLA (or good collateral) available to
https://www.rba.gov.au/publications/confs/2013/singh.html