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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The Provision of Financial Services – Trends, Prospects and Implications

30 Nov 2009 RDP PDF 301KB
More importantly, until 1988 the Statutory ReserveDeposit (SRD) requirement discouraged banks from funding loans throughdeposits.28 Banks could avoid the implicit tax of the SRD requirement by raisingfunds through foreign currency ... 80. Bank deposits.
https://www.rba.gov.au/publications/rdp/1993/pdf/rdp9315.pdf

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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Real Exchange Rates and the Globalisation of Financial Markets

31 Jan 2006 RDP PDF 669KB
per unit of foreign currency, in period t. The inclusion of the nominal depreciation term is to capture valuation effects on the net interest component of the balance of payments and ... This process reduces liquidity constraints in a world where default
https://www.rba.gov.au/publications/rdp/1992/pdf/rdp9203.pdf

Public Sector Growth and the Current Account in Australia: A Longer Run Perspective

19 Nov 2012 RDP PDF 1267KB
RDP1990-02
https://www.rba.gov.au/publications/rdp/1990/pdf/rdp9002.pdf

Long-term Interest Rates, Risk Premia and Unconventional Monetary Policy

4 Apr 2011 RDP PDF 518KB
But, the central bank’s ability tomaintain a given exchange rate with market forces that would otherwise depreciatethe domestic currency is limited by its stock of foreign reserves. ... The central bankcan buy foreign currency without bounds, but can
https://www.rba.gov.au/publications/rdp/2011/pdf/rdp2011-02.pdf

DSGE Reno: Adding a Housing Block to a Small Open Economy Model

11 Jun 2018 RDP PDF 1710KB
their foreign currency exposures. Therefore, the domestic price is assumed to follow:. ... .  (15). 11. where ,z tP. denotes the price in foreign currency terms, and St is the nominal exchange rate.
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-04.pdf

Currency Crises and Macroeconomic Performance

2 Dec 2009 RDP PDF 135KB
e = (natural logarithm of) the home-currency price of a unit of foreign currency;. ... by the crisis, and when the proportion of foreign currency denominated corporate debt is high.
https://www.rba.gov.au/publications/rdp/2002/pdf/rdp2002-08.pdf

The Supervisory Treatment of Banks’ Market Risk

30 Nov 2009 RDP PDF 76KB
14 The Reserve Bank also applies overnight limits on banks' foreign currency exposures. ... An 'overall' foreignexchange position, in terms of long and short positions in each currency, wascalculated by summing the net open cash positions and foreign
https://www.rba.gov.au/publications/rdp/1994/pdf/rdp9408.pdf

Modern Approaches to Asset Price Formation: A Survey of Recent Theoretical Literature

30 Nov 2009 RDP PDF 89KB
Speculation in foreign currency markets was thus perceived by Nurske as adestabilising influence, accentuating and prolonging what otherwise would be small andshort-term fluctuations of a currency around its long-run ... determination, this problem of
https://www.rba.gov.au/publications/rdp/1995/pdf/rdp9501.pdf

Sources and Management of Systemic Risk | Submission to the Financial System Inquiry – March 2014 | Financial Sector | Submissions

1 Mar 2014 Submissions
The majority of Australian banks' offshore funding is denominated in foreign currency, primarily US dollars. ... bank to find a replacement swap or obtain foreign currency on the spot market at prevailing rates (IMF 2012b).
https://www.rba.gov.au/publications/submissions/financial-sector/financial-system-inquiry-2014-03/sources-and-management-of-systemic-risk.html