Search: HQLA
RBA Glossary definition for HQLA
HQLA – High-quality liquid assets
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2.2 Operations in Financial Markets
19 Oct 2023
RBA Annual Report
– October 2023
Operations in Financial Markets | Reserve Bank of Australia Annual Report – October 2023
https://www.rba.gov.au/publications/annual-reports/rba/2023/operations-in-financial-markets.html
Notes to and Forming Part of the Financial Statements
19 Oct 2023
RBA Annual Report
– October 2023
other countries, these liquidity requirements are usually met by banks HQLAs on their balance sheet). ... APRA has stated that the CLF will remain available should it be needed in the future to meet shortfalls in the availability of HQLA.
https://www.rba.gov.au/publications/annual-reports/rba/2023/financial-statements/notes.html
Operations in Financial Markets
27 Oct 2022
RBA Annual Report
– October 2022
Historically, the relatively low levels of government debt outstanding in Australia have limited the amount of HQLA securities that banks could reasonably hold. ... HQLA securities, ES balances, holdings of other market participants and the effect of LCR
https://www.rba.gov.au/publications/annual-reports/rba/2022/operations-in-financial-markets.html
Notes to and Forming Part of the Financials Statements
27 Oct 2022
RBA Annual Report
– October 2022
other countries, these liquidity requirements are usually met by banks HQLAs on their balance sheet). ... APRA has stated that the CLF will remain available should it need to be reactivated in the future to meet shortfalls in the availability of HQLA.
https://www.rba.gov.au/publications/annual-reports/rba/2022/financial-statements/notes.html
Operations in Financial Markets
17 Oct 2019
RBA Annual Report
– 2019
participants and the impact on the liquidity of HQLA securities in secondary markets. ... For 2020, the Bank has assessed that banks can reasonably hold $242 billion of HQLA securities.
https://www.rba.gov.au/publications/annual-reports/rba/2019/operations-in-financial-markets.html
Operations in Financial Markets
12 Apr 2020
RBA Annual Report
– 2020
This was largely due to an increase in the value of HQLA securities that LCR banks can reasonably hold. ... The Reserve Bank will conduct its assessment of LCR banks' reasonable holdings of HQLA securities for 2021 in late 2020.
https://www.rba.gov.au/publications/annual-reports/rba/2020/operations-in-financial-markets.html
5.5 Abbreviations
19 Oct 2023
RBA Annual Report
– 2023
HQLA. high-quality liquid assets. IAT. Incident Assessment Team. IMF. International Monetary Fund.
https://www.rba.gov.au/publications/annual-reports/rba/2023/abbreviations.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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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
Operations in Financial Markets
20 Sep 2018
RBA Annual Report
– 2018
Given the relatively low levels of government debt outstanding in Australia, there is a shortage of HQLA securities. ... Reserve Bank's assessment of the amount of HQLA securities that could reasonably be held by banks without unduly affecting market
https://www.rba.gov.au/publications/annual-reports/rba/2018/operations-in-financial-markets.html