Search: AUD
RBA Glossary definition for AUD
AUD – Australian dollar (ISO 4217 currency code); A$ is more commonly used.
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Value-at-risk
1 Nov 1997
RDP
9708
10,000 / 0.8022). Change in portfolio value or delta (AUD). Position 1. ... The standard deviation of changes in the portfolio's total value is 46 AUD.
https://www.rba.gov.au/publications/rdp/1997/9708/value-at-risk.html
The Role of Collateral in Borrowing
14 Jan 2021
RDP
PDF
1784KB
Panel A: Loans outstanding at lender-borrower-day-market level, in AUD millions, pre-logs. ... measure this in billions of AUD, add one, then take the natural logarithm.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-01.pdf
List of tables | Submission to the Financial System Inquiry March 2014 | Financial Sector | Submissions
1 Mar 2014
Submissions
CLS. Settlement of foreign exchange transactions. $253 billion (AUD settlements). No substitute provider. ... ASX Clear (Futures). Clearing of ASX 24 exchange-traded derivatives and AUD OTC interest rate derivatives.
https://www.rba.gov.au/publications/submissions/financial-sector/financial-system-inquiry-2014-03/tables.html
Conclusion
1 Nov 1996
RDP
9609
The volatility of daily percentage changes in the USD/AUD exchange rate records the lowest period average out of the five currencies that are examined. ... Econometric tests as well as visual inspection, reveal a clear downward trend in the volatility
https://www.rba.gov.au/publications/rdp/1996/9609/conclusion.html
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Australian Financial Market Volatility: An Exploration of Cross-country and Cross-market Linkages
1 Dec 2009
RDP
PDF
776KB
As might be expected, theTWI had more consistent volatility than the USD/AUD. ... volatility, but the USD/AUD was also distinctlymore subdued than the other bilateral rates.
https://www.rba.gov.au/publications/rdp/1996/pdf/rdp9609.pdf
Financial Market Volatility and the World-wide Fall in Inflation
1 Dec 2009
RDP
PDF
170KB
Theregressions use 5 exchange rates and their corresponding price differentials: AUD/USD, USD/YEN,USD/DEM, GBP/USD, USD/CAD. ... c) The regressions use 13 exchange rates and their corresponding inflation differentials: AUD/USD,AUD/YEN, AUD/DEM, AUD/CAD,
https://www.rba.gov.au/publications/rdp/1995/pdf/rdp9513.pdf
Read me file for Australian Money Market Divergence: Arbitrage Opportunity or Illusion?
12 Sep 2019
RDP
PDF
388KB
RDP 2019-09 supplementary information
https://www.rba.gov.au/publications/rdp/2019/2019-09/rdp-2019-09-read-me.pdf
Appendix A: Literature Review
28 Jan 2020
RDP
2020-01
AUD/USD exchange rate.
https://www.rba.gov.au/publications/rdp/2020/2020-01/appendix-a.html
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Volatility of the Australian Dollar
1 Dec 1990
RDP
9010
Average. Absolute. Daily Percentage. Change. AUD/USD. 1980. 0.22. 0.16. 1981. 0.29. ... 1989. 1984–1989. Standard Deviation of Daily Percentage Change. AUD/USD:. onshore. 0.35.
https://www.rba.gov.au/publications/rdp/1990/9010/volatility-of-the-australian-dollar.html
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Appendix B: Conditional Correlation Analysis
1 May 1999
RDP
1999-04
where S. t. is a dummy variable that takes the value 1 if the estimated conditional variance of the USD/AUD exchange rate return is greater than its unconditional value and ... This augmented model conditions the correlation on both the sign and
https://www.rba.gov.au/publications/rdp/1999/1999-04/appendix-b.html
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