Search: foreign-currency liquidity

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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.

Search Results

Australian Money Market Divergence: Arbitrage Opportunity or Illusion?

1 Sep 2019 RDP 2019-09
Belinda Cheung and Sebastien Printant
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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Explaining Monetary Spillovers: The Matrix Reloaded

1 Apr 2019 RDP 2019-03
Jonathan Kearns, Andreas Schrimpf and Fan Dora Xia
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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Where's the Money? An Investigation into the Whereabouts and Uses of Australian Banknotes

1 Dec 2018 RDP 2018-12
Richard Finlay, Andrew Staib and Max Wakefield
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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Identifying Repo Market Microstructure from Securities Transactions Data

1 Aug 2018 RDP 2018-09
Nicholas Garvin
The difference between these reflects net lending from reporting entities to non-reporting entities such as foreign institutions. ... Third, repos involving Australian dollar-denominated securities but foreign currency would not be detected because the
https://www.rba.gov.au/publications/rdp/2018/2018-09/full.html
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DSGE Reno: Adding a Housing Block to a Small Open Economy Model

1 Apr 2018 RDP 2018-04
Christopher G Gibbs, Jonathan Hambur and Gabriela Nodari
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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Australia's Experience with Financial Reform

31 Dec 2014 RDP 2014-10
Alexander Ballantyne, Jonathan Hambur, Ivan Roberts and Michelle Wright
In particular, the ability of Australian entities to hedge their foreign currency risk ultimately depends on foreigners being willing to hold Australian dollar exposure. ... 2006). For more information on foreign currency hedging in Australia, see Becker
https://www.rba.gov.au/publications/rdp/2014/2014-10/aus-exp-fin-reform.html
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Funding Behaviour

31 Dec 2013 RDP 2013-15
Chris Stewart, Benn Robertson and Alexandra Heath
Furthermore, a sizeable proportion of Australia's superannuation assets are invested in foreign currency-denominated assets, some of which are hedged back into Australian dollars. ... For a broader discussion of foreign currency hedging by Australian
https://www.rba.gov.au/publications/rdp/2013/2013-15/funding-behaviour.html
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Conclusions

31 Dec 2011 RDP 2011-02
Callum Jones and Mariano Kulish
But, the central bank's ability to maintain a given exchange rate with market forces that would otherwise depreciate the domestic currency is limited by its stock of foreign reserves. ... The central bank can buy foreign currency without bounds, but can
https://www.rba.gov.au/publications/rdp/2011/2011-02/conclusions.html
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The Provision of Systemic Liquidity Services by the Public Sector

27 Oct 2008 RDP 2008-06
Jonathan Kearns and Philip Lowe
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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The Australian Policy Debate

31 Dec 2007 RDP 2007-02
Rochelle Belkar, Lynne Cockerell and Christopher Kent
These deficits needed to be financed out of net capital flows and foreign currency reserves, while large swings in net capital inflow could hamper policy-makers' efforts to contain growth in ... At the heart of this concern was the widespread sense that
https://www.rba.gov.au/publications/rdp/2007/2007-02/aus-pol-deb.html
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