Search: foreign-currency liquidity
RBA Glossary definition for foreign-currency liquidity
foreign-currency liquidity – The capacity to exchange foreign currency for domestic currency without significantly moving the exchange rate. The extent to which a foreign currency may be traded readily without causing a significant movement in price.
RBA Glossary definition for liquidity
liquidity – The capacity to sell an asset quickly without significantly affecting the price of that asset. Liquidity is also sometimes used to refer to assets that are highly liquid.
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A History of Australian Corporate Bonds
29 Jan 2015
RDP
PDF
606KB
13 For more information on foreign currency hedging see D’Arcy, Shah Idil and Davis (2009). ... Around half of non-financial corporations’ foreign currency debt is hedged using derivatives (D’Arcy et al 2009).
https://www.rba.gov.au/publications/rdp/2012/pdf/rdp2012-09.pdf
The Origin of the Asian Financial Turmoil
1 Dec 2009
RDP
PDF
451KB
4 Changes in exchange rates are calculated in terms of units of foreign currency (e.g. ... This resultsin smaller changes than using units of national currency per unit of foreign currency.
https://www.rba.gov.au/publications/rdp/1998/pdf/rdp9805.pdf
Why did it Happen?
1 May 1998
RDP
9805
In South Korea, the vulnerability arose from the short-term foreign currency borrowings by banks and the chaebol. ... Figure 11: Country Credit Ranking. Standard and Poors: long-term foreign currency rating.
https://www.rba.gov.au/publications/rdp/1998/1998-05/why-did-it-happen.html
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Where's the Money? An Investigation into the Whereabouts and Uses of Australian Banknotes
1 Dec 2018
RDP
2018-12
For the entire euro area, Stenkula (2004) estimates that around 10 per cent of national currency banknotes were not redeemed for euros, with wide variation between countries. ... Cash held by overseas foreign exchange businesses that service tourists
https://www.rba.gov.au/publications/rdp/2018/2018-12/full.html
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Changes in the Behaviour of Banks and Their Implications for Financial Aggregates
19 Nov 2012
RDP
PDF
932KB
foreign currency deposits, bank bills, and capital). 1 8. The major factor behind these developments was the attempt by banks to avoid the cost of SRDs. ... Deregulation and development of financial markets made these processes easier. For example,
https://www.rba.gov.au/publications/rdp/1989/pdf/rdp8904.pdf
Crisis and Commitment: Inflation Credibility and the Vulnerability to Sovereign Debt Crises
13 Dec 2012
Research Workshop
PDF
474KB
Reserve Bank of Australia Workshop 2012
https://www.rba.gov.au/publications/workshops/research/2012/pdf/gopinath.pdf
Explaining Monetary Spillovers: The Matrix Reloaded
1 Apr 2019
RDP
2019-03
Specifically, the bilateral variables used are: foreign currency debt denominated in the currency of the originator economy (i.e. ... Table 8: Distinguishing FX and Financial Channels. Foreign currency debt. Portfolio equity from originator.
https://www.rba.gov.au/publications/rdp/2019/2019-03/full.html
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DSGE Reno: Adding a Housing Block to a Small Open Economy Model
1 Apr 2018
RDP
2018-04
This assumption captures the fact that a fraction of the resources exported from Australia are priced using contracts, which are only revised periodically, and that firms often hedge their foreign currency ... where. is the relative price of the resource
https://www.rba.gov.au/publications/rdp/2018/2018-04/full.html
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Monetary Transmission in a Deregulated Financial System
19 Nov 2012
RDP
PDF
825KB
reflects the overall liquidity of the private sector or its ability to undertake. ... The. exchange rate (e) is measured as the domestic price of foreign currency (i.e.
https://www.rba.gov.au/publications/rdp/1988/pdf/rdp8811.pdf
Financial Reform in Australia and China
4 Feb 2015
RDP
PDF
1153KB
2006). 15 For more information on foreign currency hedging in Australia, see Becker and Fabbro (2006) and Rush, Sadeghian and Wright (2013). ... the authorities suspended banks’ foreign currency trading to allow time to decide on a course of action.
https://www.rba.gov.au/publications/rdp/2014/pdf/rdp2014-10.pdf