Search: foreign-currency liquidity

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110 of 865 search results for foreign-currency liquidity

RBA Glossary definition for foreign-currency liquidity

foreign-currency liquidity – The capacity to exchange foreign currency for domestic currency without significantly moving the exchange rate. The extent to which a foreign currency may be traded readily without causing a significant movement in price.

RBA Glossary definition for liquidity

liquidity – The capacity to sell an asset quickly without significantly affecting the price of that asset. Liquidity is also sometimes used to refer to assets that are highly liquid.

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Box C: What Did 2020 Reveal About Liquidity Challenges Facing Superannuation Funds?

8 Apr 2021 FSR – April 2021
funds' increased need for liquid assets to meet margin calls on hedges (held to reduce foreign currency risks); and. ... This illustrates that, in most circumstances, the liquidity risk involved with foreign currency hedging is at least partly mitigated
https://www.rba.gov.au/publications/fsr/2021/apr/box-c-what-did-2020-reveal-about-liquidity-challenges-facing-superannuation-funds.html

Liquidity, Financial Crises and the Lender of Last Resort – How Much of a Departure is the Sub-prime Crisis? | Conference – 2008

14 Jul 2008 Conferences
E Philip Davis
To avoid monetary conflict, the central bank must sterilise liquidity – otherwise there is a risk of inflation, capital outflows and a collapsing currency (as occurred in Indonesia in 1997; He 2000). ... Generally to date, LOLR has been in domestic
https://www.rba.gov.au/publications/confs/2008/davis.html

Box C: Foreign Currency Exposure and Hedging Practices of Australian Banks

10 Mar 2006 FSR – March 2006
Financial Stability Review – March 2006 Box C: Foreign Currency Exposure and Hedging Practices of Australian Banks. ... Once banks' foreign currency equity positions are taken into account, banks had a small net foreign currency asset position.
https://www.rba.gov.au/publications/fsr/2006/mar/box-c.html

On the Economics of Committed Liquidity Facilities | Conference – 2013

19 Aug 2013 Conferences
Morten L Bech and Todd Keister
These amounts fall well short of the liquidity needs of the banking system. ... The other options are using foreign currency HQLA to cover domestic currency liquidity needs and increasing the use of Level 2 assets with a higher haircut; see BCBS (2013).
https://www.rba.gov.au/publications/confs/2013/bech-keister.html

Boxes

22 Mar 2024 FSR
A number of Boxes on topics of special interest are published in the Financial Stabiilty Review. These boxes can be read as stand-alone documents or within the relevant Financial Stability Review.
https://www.rba.gov.au/publications/fsr/boxes.html

Promoting Liquidity: Why and How? | Conference – 2008

14 Jul 2008 Conferences
Jonathan Kearns and Philip Lowe
In contrast, in foreign exchange markets a change in the economic environment and a sharp increase in uncertainty can result in very large movements in prices, but liquidity is not normally ... Indeed, it is notable that liquidity in foreign exchange
https://www.rba.gov.au/publications/confs/2008/kearns-lowe.html

The Australian Financial System

8 Apr 2022 FSR – April 2022
Another important use of derivatives is to hedge risks that arise from their holdings of foreign-currency denominated assets (such as investments in foreign equity and securities). ... See RBA (2021), ‘Box C: What Did 2020 Reveal About Liquidity
https://www.rba.gov.au/publications/fsr/2022/apr/australian-financial-system.html

Central Bank Liquidity Provision and Core Funding Markets | Conference – 2013

19 Aug 2013 Conferences
Grahame Johnson and Eric Santor
Importantly, this increase in capital flows often took the form of cross-border lending by banks, much of it in foreign currency (McGuire and von Peter 2009). ... In many cases, funding was in foreign currency (European banks funding CDOs with short-term
https://www.rba.gov.au/publications/confs/2013/johnson-santor.html

The Global Financial Environment

8 Apr 2022 FSR – April 2022
Capital outflows would contribute to exchange rate depreciations, raising the cost of servicing and rolling over foreign-currency denominated debt, and lead to higher inflation. ... Graph 1.9. Vulnerabilities are less prevalent among Asian EMEs, where
https://www.rba.gov.au/publications/fsr/2022/apr/global-financial-environment.html

Box C: Foreign Currency Exposure and Hedging Practices of Australian Banks

27 Mar 2006 FSR – March 2006 PDF 37KB
https://www.rba.gov.au/publications/fsr/2006/mar/pdf/box-c.pdf