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.
Search Results
Box A: The Bond–Overnight Index Swap Spread and Asset Scarcity in Government Bond Markets
6 Dec 2023
SMP
- August 2023
PDF
541KB
https://www.rba.gov.au/publications/smp/2023/aug/pdf/box-a-the-bond-overnight-index-swap-spread-and-asset-scarcity-in-government-bond-markets.pdf
The Yield and Market Function Effects of the Reserve Bank of Australia’s Bond Purchases
19 May 2022
RDP
PDF
1938KB
normal times, when government bond markets are liquid and well-functioning, liquidity premia are. ... via the portfolio rebalancing channel lowering term premia: liquidity premia were already low and,.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-02.pdf
The Yield and Market Function Effects of the Reserve Bank of Australia's Bond Purchases
24 May 2022
RDP
2022-02
outside of periods of market dysfunction, liquidity premia are typically low in the AGS market). ... Overall, we tend to find larger effects when one would expect liquidity premia to be relatively high.
https://www.rba.gov.au/publications/rdp/2022/2022-02/full.html
See 6 more results from "RDP 2022-02"
Domestic Financial Conditions
8 May 2020
SMP
– May 2020
In line with ample system liquidity, activity in the overnight cash market has dropped substantially (Graph 4.8). ... This was consistent with the substantial rise in liquidity through other parts of the program.
https://www.rba.gov.au/publications/smp/2020/may/domestic-financial-conditions.html
Overview
7 May 2020
SMP
- May 2020
PDF
160KB
https://www.rba.gov.au/publications/smp/2020/may/pdf/00-overview.pdf
Australian Money Market Divergence: Arbitrage Opportunity or Illusion?
1 Sep 2019
RDP
2019-09
Major banks were important providers of liquidity in money markets prior to the financial crisis. ... The return enhancement offered by the persistently wide basis is regularly utilised by the Reserve Bank in its liquidity management operations (RBA 2018)
https://www.rba.gov.au/publications/rdp/2019/2019-09/full.html
See 5 more results from "RDP 2019-09"
Domestic Financial Conditions
9 Feb 2023
SMP
- February 2023
PDF
2651KB
https://www.rba.gov.au/publications/smp/2023/feb/pdf/03-domestic-financial-conditions.pdf
The International Environment
5 May 2023
SMP
- May 2023
PDF
2793KB
https://www.rba.gov.au/publications/smp/2023/may/pdf/01-the-international-environment.pdf
Credit Spreads, Monetary Policy and the Price Puzzle
1 Jan 2020
RDP
2020-01
Accordingly, the Board may follow a risk management approach in which it weighs both ‘hard’, quantitative information that enters the Bank's central forecasts with ‘soft’, qualitative advice on the risks ... As a result, risk premia on money and
https://www.rba.gov.au/publications/rdp/2020/2020-01/full.html
See 3 more results from "RDP 2020-01"
The Role of Collateral in Borrowing
20 Jan 2021
RDP
2021-01
al 2017), and wholesale liquidity markets played a central role during this period. ... A positive relationship indicates that banks are spreading their fluctuating liquidity needs across both markets.
https://www.rba.gov.au/publications/rdp/2021/2021-01/full.html
See 13 more results from "RDP 2021-01"