Search: HQLA
RBA Glossary definition for HQLA
HQLA – High-quality liquid assets
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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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Contagion Modelling and Feedback Loops
20 Sep 2022
RDP
2022-03
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
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Housing Finance | Supplementary Submission to the Financial System Inquiry – August 2014 | Financial Sector | Submissions
1 Aug 2014
Submissions
The Interim Report also called for views on whether RMBS should be treated as high-quality liquid assets (HQLA) for the purposes of the liquidity coverage ratio (LCR) requirement under Basel
https://www.rba.gov.au/publications/submissions/financial-sector/financial-system-inquiry-2014-08/housing-finance.html