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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The Provision of Systemic Liquidity Services by the Public Sector
27 Oct 2008
RDP
2008-06
In particular, central banks (including the RBA) have been prepared to intervene in the foreign exchange market to provide two-way liquidity, and have also intervened when the value of the ... In principle, the same logic that has been used to justify
https://www.rba.gov.au/publications/rdp/2008/2008-06/pro-systemic.html
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Trends in the Funding and Lending Behaviour of Australian Banks
2 Feb 2015
RDP
PDF
1090KB
2 Banks hedge foreign currency-denominated funding to protect themselves from the risk that a. ... For a broader discussion of foreign currency hedging by Australian entities see Rush, Sadeghian and Wright (2013).
https://www.rba.gov.au/publications/rdp/2013/pdf/rdp2013-15.pdf
Box A: The RBA's Foreign Exchange Swaps
8 Feb 2008
SMP
- February 2008
PDF
34KB
https://www.rba.gov.au/publications/smp/2008/feb/pdf/box-a.pdf
Domestic Financial Conditions
4 Aug 2023
SMP
– August 2023
Domestic Financial Conditions | Statement on Monetary Policy – August 2023
https://www.rba.gov.au/publications/smp/2023/aug/domestic-financial-conditions.html
Box A: The RBA's Foreign Exchange Swaps
10 Feb 2008
SMP
– February 2008
As the price is agreed for the term of the swap, the Bank is not exposed to any foreign currency risk. ... This preference for using swaps largely reflects the liquidity of the foreign exchange swap market: average daily turnover in Australia of foreign
https://www.rba.gov.au/publications/smp/2008/feb/box-a.html
Promoting Liquidity: Why and How?
2 Dec 2009
RDP
PDF
484KB
In contrast, in foreign exchange markets a change in the economic environment and a sharp increase in uncertainty can result in very large movements in prices, but liquidity is not normally ... Indeed, it is notable that liquidity in foreign exchange
https://www.rba.gov.au/publications/rdp/2008/pdf/rdp2008-06.pdf
Domestic Financial Conditions
6 Dec 2023
SMP
- August 2023
PDF
2357KB
https://www.rba.gov.au/publications/smp/2023/aug/pdf/03-domestic-financial-conditions.pdf
Domestic Financial Conditions
10 Feb 2023
SMP
– February 2023
This includes banks swapping foreign-currency denominated and fixed-rate liabilities into floating-rate exposures that reference BBSW. ... Businesses in goods-related industries are also making less use of revolving credit facilities as liquidity
https://www.rba.gov.au/publications/smp/2023/feb/domestic-financial-conditions.html
Box B: US Dollar Swap Arrangements between Central Banks
4 Dec 2011
SMP
- November 2008
PDF
107KB
https://www.rba.gov.au/publications/smp/2008/nov/pdf/box-b.pdf
Australian Money Market Divergence: Arbitrage Opportunity or Illusion?
1 Sep 2019
RDP
2019-09
into the foreign currency. ... Specifically, it is the return earned from lending AUD against the foreign currency in the spot market, investing the foreign currency in three-month JPY or USD London Interbank Offered Rate
https://www.rba.gov.au/publications/rdp/2019/2019-09/full.html
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