Search: liquidity management
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.
RBA Glossary definition for liquidity management
liquidity management – Activities within a financial institution to ensure that holdings of liquid assets (e.g. cash, bank deposits and other financial assets) are sufficient to meet its obligations as they fall due, including unexpected transactions.
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Non-technical summary for 'Demand in the Repo Market: Indirect Perspectives from Open Market Operations from 2006 to 2020'
9 May 2024
RDP
PDF
132KB
RDP 2024-03 non-technical summary
https://www.rba.gov.au/publications/rdp/2024/2024-03/rdp-2024-03-non-technical-summary.pdf
Increasing the Threshold for the Application of the Financial Stability Standards for Securities Settlement Facilities
23 Nov 2023
Consultations
PDF
511KB
managing legal, credit, liquidity, operational and other risks. 3.1 A securities settlement facility should have risk management policies, procedures and systems. ... liquidity risk management framework. In conducting stress testing, a securities
https://www.rba.gov.au/publications/consultations/2023-11-increasing-the-fss-threshold-for-sffs/pdf/2023-11-increasing-the-fss-threshold-for-sffs.pdf
References
31 Dec 2013
RDP
2013-05
RDP 2013-05: Liquidity Shocks and the US Housing Credit Crisis of 2007–2008 References. ... Schnabl P (2012), ‘The International Transmission of Bank Liquidity Shocks: Evidence from an Emerging Market’,.
https://www.rba.gov.au/publications/rdp/2013/2013-05/references.html
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References
25 Oct 2022
RDP
2022-05
Jeenas P (2019), ‘Firm Balance Sheet Liquidity, Monetary Policy Shocks, and Investment Dynamics’, Centre de Recerca en Economia Internacional, CREi Working Paper, June. ... Kochiyama T and R Nakamura (2014), ‘Role, Structure, and Determinants of
https://www.rba.gov.au/publications/rdp/2022/2022-05/references.html
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Why Do Companies Fail?
1 Nov 2016
RDP
2016-09
We measure liquidity as the ratio of cash (and cash equivalents) to total assets. ... The histograms indicate that average failure rates are positively correlated with leverage and negatively correlated with size, age, profitability and liquidity.
https://www.rba.gov.au/publications/rdp/2016/2016-09/full.html
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How Risky is Australian Household Debt?
25 Aug 2020
RDP
2020-05
https://www.rba.gov.au/publications/rdp/2020/2020-05/full.html
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Payment System Design and Participant Operational Disruptions
28 Jan 2015
RDP
PDF
578KB
However, this may oversimplify the issue of size, since the timing of the disruption and the stricken participant’s liquidity- and queue-management behaviour also affect the systemic impact of the ... $b$b Pure RTGS RITS replica. Some more
https://www.rba.gov.au/publications/rdp/2012/pdf/rdp2012-05.pdf
Key Features of Repo CCPs | Central Clearing of Repos in Australia: A Consultation Paper | Consultations
6 Mar 2015
Consultations
In such circumstances, the liquidity risk would be the price of the security. ... Accordingly, a repo CCP would be eligible to access the Bank's liquidity facilities to support its liquidity management in the event that market sources were unavailable.
https://www.rba.gov.au/publications/consultations/201503-central-clearing-of-repos-in-australia/key-features-repo-ccp.html
The Real Effects of Debt Covenants: Evidence from Australia
24 Oct 2022
RDP
PDF
1647KB
performance (total revenue), credit (debt), financial structure (gearing ratio) and liquidity (cash.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-05.pdf
Central Clearing of Repos in Australia: Conclusions
28 Oct 2015
Consultations
PDF
306KB
liquidity management activities. ... In addition, to ensure smooth default management it was noted that the CCP would need access to a large reserve of securities and liquidity.
https://www.rba.gov.au/publications/consultations/201503-central-clearing-of-repos-in-australia/conclusions/pdf/central-clearing-of-repos-in-australia-conclusions-2015-10.pdf