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.

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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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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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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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How the Reserve Bank Intervenes

31 Dec 2004 RDP 2004-06
Chris Becker and Michael Sinclair
Footnote. It will usually subsequently re-balance the various currencies it holds in order to restore the proportions in line with its foreign currency benchmark. ... US dollars so that the proportions of each currency held are restored to benchmark.
https://www.rba.gov.au/publications/rdp/2004/2004-06/how-the-reserve-bank-intervenes.html
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Developments to Date

1 Dec 1993 RDP 9315
Warren Tease and Jenny Wilkinson
Life offices and superannuation funds provide very little debt finance. The largest direct holder of corporate equity is the foreign sector. ... Banks could avoid the implicit tax of the SRD requirement by raising funds through foreign currency deposits
https://www.rba.gov.au/publications/rdp/1993/9315/developments-to-date.html
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Taking Stock and Short-run Recommendations

31 Dec 2004 RDP 2004-03
Ricardo J Caballero, Kevin Cowan and Jonathan Kearns
Faced with a supply of funds in a foreign currency, a bank has three options. ... In Australia, the deep currency derivatives market allows banks to hedge the currency risk inherent in borrowing from abroad in foreign currency and lending to domestic
https://www.rba.gov.au/publications/rdp/2004/2004-03/taking-stock-and-short-run-recommendations.html
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Real Exchange Rates and the Globalisation Process

1 Mar 1992 RDP 9203
Adrian Blundell-Wignall and Frank Browne
where:. A(t). is bilateral net foreign assets measured in domestic currency in period t;. ... s(t). is the bilateral nominal exchange rate, domestic currency per unit of foreign currency, in period t.
https://www.rba.gov.au/publications/rdp/1992/9203/real-exchange-rates-and-the-globalisation-process.html
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Were Collective Action Clauses Priced in Early 2003?

31 Dec 2003 RDP 2003-02
Mark Gugiatti and Anthony Richards
i. ); and a dummy for US dollar-denominated (rather than European currency denominated) bonds (dollar. ... Data on long-term foreign currency debt ratings were obtained from Bloomberg and transformed into a numerical variable (as described in Footnote 15)
https://www.rba.gov.au/publications/rdp/2003/2003-02/were-collective-action-clauses-priced-in-early.html
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The Rise in Household Liquidity

10 Nov 2021 RDP 2021-10
Gianni La Cava and Lydia Wang
The growth in liquidity is closely connected to developments in the housing market. ... Overall, the rise in household liquidity appears to have increased the financial resilience of the household sector.
https://www.rba.gov.au/publications/rdp/2021/2021-10.html
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Emergency Liquidity Injections

10 Oct 2019 RDP 2019-10
Nicholas Garvin
The model features an endogenous banking crisis, funding and market liquidity interactions, and fire sale externalities. ... This reduces banks' losses on illiquid securities without incentivising more liquidity risk-taking.
https://www.rba.gov.au/publications/rdp/2019/2019-10.html
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