Search: FX
RBA Glossary definition for FX
FX – Foreign exchange
Search Results
Value-at-risk
1 Nov 1997
RDP
9708
Table 2: Portfolio Value as at 5 June 1996. Spot FX rate. ... Table 3 shows the change in the portfolio given a 1 per cent move in each of the spot FX rates.
https://www.rba.gov.au/publications/rdp/1997/9708/value-at-risk.html
Appendix 1: Summary of Deregulation in Banking and in Deposit and Loan Markets
1 Sep 1995
RDP
9506
November 1980. prescribed interest rate band widened; interest rates on bank debentures, NCDs, FX deposits and interbank call loans liberalised.
https://www.rba.gov.au/publications/rdp/1995/9506/appendix-1.html
References
31 Dec 2014
RDP
2014-09
The Review of Economic Studies. , 58(3), pp 529–546. Diebold FX and RS Mariano (1995), ‘Comparing Predictive Accuracy’,.
https://www.rba.gov.au/publications/rdp/2014/2014-09/references.html
Background | Central Clearing of OTC Derivatives in Australia June 2011 | Consultations
7 Jun 2011
Consultations
Within the local market, trading was dominated by interest rate and foreign exchange (FX) derivatives, with only small amounts of activity in equity, commodity and credit derivatives. ... The US Treasury's decision regarding an exemption for certain FX
https://www.rba.gov.au/publications/consultations/201106-otc-derivatives/background.html
References
31 Dec 2001
RDP
2001-03
Andersen TG, T Bollerslev, FX Diebold and P Labys (1999), ‘The Distribution of Exchange Rate Volatility’, Wharton Financial Institutions Center Working Paper No 99–08, University of Pennsylvania.
https://www.rba.gov.au/publications/rdp/2001/2001-03/references.html
References
31 Dec 2003
RDP
2003-12
Diebold FX and JA Lopez (1996), ‘Forecast evaluation and combination’, in GS Maddala and CR Rao (eds), Handbook of statistics, 14, North-Holland, Amsterdam, pp 241–268.
https://www.rba.gov.au/publications/rdp/2003/2003-12/references.html
Financial Reform in Australia and China
4 Feb 2015
RDP
PDF
1153KB
Research Discussion Paper. Financial Reform in Australia and China. Alexander Ballantyne, Jonathan Hambur, Ivan Roberts and Michelle Wright. RDP 2014-10. The Discussion Paper series is intended to make the results of the current economic research
https://www.rba.gov.au/publications/rdp/2014/pdf/rdp2014-10.pdf
References
1 Oct 1989
RDP
8906
Hunt, B. (1987), ‘Propheteering in the Australian FX Market’, Working Paper No.
https://www.rba.gov.au/publications/rdp/1989/8906/references.html
References
31 Dec 2012
RDP
2012-07
Diebold FX and RS Mariano (1995), ‘Comparing Predictive Accuracy’,. Journal of Business & Economic Statistics. ,
https://www.rba.gov.au/publications/rdp/2012/2012-07/references.html
OTC Derivatives Markets in Australia | Central Clearing of OTC Derivatives in Australia June 2011 | Consultations
7 Jun 2011
Consultations
As with Australia, global activity is dominated by interest rate and FX derivatives, though credit derivatives have grown strongly over the past decade. ... Similarly for FX derivatives, the vast bulk of activity is accounted for by transactions with a
https://www.rba.gov.au/publications/consultations/201106-otc-derivatives/otc-derivatives-markets-australia.html