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
The Model
9 Oct 2019
RDP
2019-10
Banks' other non-marketable assets are treated as outside this liquidity management decision. ... The approach also matches Saunders and Cornett (2008)'s textbook definition of liability-side liquidity risk management:.
https://www.rba.gov.au/publications/rdp/2019/2019-10/the-model.html
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Appendix C: Further Results on Risk Management-driven Policy Decisions
1 Oct 2017
RDP
2017-06
t. is a risk management proxy, and E. t. denotes expectations conditional on information available to the FOMC at time t. ... financial uncertainties were fostering unusual liquidity demands for monetary assets and were contributing to substantial
https://www.rba.gov.au/publications/rdp/2017/2017-06/appendix-c.html
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Results
31 Dec 2012
RDP
2012-05
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 ... Some more detailed analysis of individual results
https://www.rba.gov.au/publications/rdp/2012/2012-05/results.html
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The 1820s
31 Dec 2001
RDP
2001-07
Within the first 11 years of the bank's operation it was struck by liquidity crises three times. ... The April 1826 foreign exchange crisis created a serious drain on the colony's liquidity.
https://www.rba.gov.au/publications/rdp/2001/2001-07/1820s.html
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An Increase in Holdings of Liquid Assets
27 Oct 2008
RDP
2008-06
FSF (2008), for example, lists a number of shortcomings in liquidity management. ... It is difficult to argue with this conclusion, as it now seems clear that, over recent years, proper liquidity management slipped off the radar screen for many financial
https://www.rba.gov.au/publications/rdp/2008/2008-06/inc-holdings.html
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Introduction
21 Dec 2023
RDP
2023-10
this could also help to explain the importance of liquidity. ... That said, given limitations in our data on directors, which are a snapshot as at March 2023, further work exploring these other factors with other data on management could be fruitful.
https://www.rba.gov.au/publications/rdp/2023/2023-10/introduction.html
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Do Monetary Policy and Economic Conditions Impact Innovation? Evidence from Australian Administrative Data
15 Feb 2024
RDP
2024-01
He finds that firms with higher liquidity are more responsive than firms with lower liquidity, suggesting that financing constraints play an important role. ... For example, exporting firms tend to be more productive and may have better management.
https://www.rba.gov.au/publications/rdp/2024/2024-01/full.html
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References
21 Jun 2023
RDP
2023-05
Grossmann-Wirth V and B Hallinger (2018), ‘Monetary Policy and Liquidity Concentration in the Euro Area’, Eco Notepad Post No 93, Banque de France blog, 20 November, viewed August 2021. ... Rajan RG (2006), ‘Has Finance Made the World Riskier?’,
https://www.rba.gov.au/publications/rdp/2023/2023-05/references.html
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Central Clearing of OTC Derivatives | Central Clearing of OTC Derivatives in Australia June 2011 | Consultations
7 Jun 2011
Consultations
mark-to-market valuations, collateral management, portfolio reconciliation and settlement of cash flows. ... status of cleared transactions, may have a compounding effect on market uncertainty and liquidity pressures.
https://www.rba.gov.au/publications/consultations/201106-otc-derivatives/central-clearing-otc-derivatives.html
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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