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1–3 of 3 collapsed search results for HQLA

RBA Glossary definition for HQLA

HQLA – High-quality liquid assets

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Contagion Modelling and Feedback Loops

20 Sep 2022 RDP 2022-03
Nicholas Garvin, Samuel Kurian, Mike Major and David Norman
For example, in a scenario where there is a liquidity run at a major bank of sufficient size that it begins to sell HQLA, the additional loss of capital due to ... These small effects primarily reflect that HQLA markets are assumed to be – as the name
https://www.rba.gov.au/publications/rdp/2022/2022-03/contagion-modelling-and-feedback-loops.html

Appendix A: Model Specifications

20 Sep 2022 RDP 2022-03
Nicholas Garvin, Samuel Kurian, Mike Major and David Norman
However, banks are assumed to replenish their HQLA components (cash, AGS, semis) at a pre-specified rate relative to their starting balance as long as HQLA are below their starting balances.
https://www.rba.gov.au/publications/rdp/2022/2022-03/appendix-a.html

Macrofinancial Stress Testing on Australian Banks

20 Sep 2022 RDP 2022-03
Nicholas Garvin, Samuel Kurian, Mike Major and David Norman
Research Discussion Paper – RDP 2022-03 Macrofinancial Stress Testing on Australian Banks. Nicholas Garvin, Samuel Kurian, Mike Major and David Norman. September 2022. 1.97. MB. 1. Introduction. The failure of systemically important banks can have
https://www.rba.gov.au/publications/rdp/2022/2022-03/full.html