Search: HQLA
RBA Glossary definition for HQLA
HQLA – High-quality liquid assets
Search Results
The Australian Financial System
6 Apr 2023
FSR
– April 2023
The Australian Financial System | Financial Stability Review – April 2023
https://www.rba.gov.au/publications/fsr/2023/apr/australian-financial-system.html
Box A: The Basel III Liquidity Reforms in Australia
10 Mar 2015
FSR
– March 2015
Banks may, however, liquidate some HQLA and fall below the minimum LCR in periods of market stress after notifying the supervisor. ... That is, for every $100 of these ‘stable’ deposits, banks must hold at least $5 of HQLA.
https://www.rba.gov.au/publications/fsr/2015/mar/box-a.html
Resilience of the Australian Financial System
6 Oct 2023
FSR
– October 2023
Resilience of the Australian Financial System | Financial Stability Review – October 2023
https://www.rba.gov.au/publications/fsr/2023/oct/australian-financial-system.html
List of tables
20 Oct 2015
FSR
– October 2015
Committed Liquidity Facility. (b). 251. 6. (a) LCR equals the sum of HQLA and CLF divided by net cash outflows.
https://www.rba.gov.au/publications/fsr/2015/oct/tables.html
The Australian Financial System
7 Oct 2022
FSR
– October 2022
Endnotes. The CLF complements available HQLA to ensure banks have sufficient access to liquid assets during a period of stress. ... The CLF has been required in Australia given the historically limited supply of HQLA due to low levels of HQLA securities
https://www.rba.gov.au/publications/fsr/2022/oct/australian-financial-system.html
Box A: The Basel III Liquidity Reforms in Australia
24 Mar 2015
FSR
March 2015
PDF
51KB
https://www.rba.gov.au/publications/fsr/2015/mar/pdf/box-a.pdf
Macrofinancial Stress Testing on Australian Banks
13 Sep 2023
RDP
PDF
1940KB
Macrofinancial Stress Testing on Australian Banks. Nicholas Garvin, Samuel Kurian, Mike Major and David Norman. Research Discussion Paper. R DP 2022- 03. Figures in this publication were generated using Mathematica. ISSN 1448-5109 (Online). The
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-03.pdf
5.4 Focus Topic: Interest Rate Risk
6 Oct 2023
FSR
– October 2023
5.4 Focus Topic: Interest Rate Risk | Financial Stability Review – October 2023
https://www.rba.gov.au/publications/fsr/2023/oct/focus-topic-interest-rate-risk.html
The Model
9 Oct 2019
RDP
2019-10
assets. This link is why the LCR requires banks to hold a quantity of HQLA that depends on their short-term liabilities. ... It does this by ensuring that banks have an adequate stock of unencumbered high-quality liquid assets (HQLA) that can be
https://www.rba.gov.au/publications/rdp/2019/2019-10/the-model.html
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The Australian Financial System
25 Apr 2023
FSR
- April 2023
PDF
1051KB
https://www.rba.gov.au/publications/fsr/2023/apr/pdf/02-australian-financial-system.pdf