Search: HQLA

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RBA Glossary definition for HQLA

HQLA – High-quality liquid assets

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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
Morten L Bech and Todd Keister
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

Introduction | Conference – 2013

19 Aug 2013 Conferences
Alexandra Heath and Mark Manning
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

OTC Derivatives Reform: Netting and Networks | Conference – 2013

19 Aug 2013 Conferences
Alexandra Heath, Gerard Kelly and Mark Manning
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

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
Manmohan Singh
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