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RBA Glossary definition for FX

FX – Foreign exchange

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The Role of the Exchange Rate in Monetary Policy - the Experience of Other Countries

12 Feb 2007 Conferences PDF 178KB
RBA Conference Volume 1993
https://www.rba.gov.au/publications/confs/1993/pdf/artis.pdf

Property Prices and Bank Risk-taking | Conference – 2012

20 Aug 2012 Conferences
Giovanni Dell'Ariccia
In Europe, a similar trend took the form of a sharp increase in the share of FX-denominated loans. ... The lower interest rate attached to FX-denominated contracts increased affordability and reduced idiosyncratic risk.
https://www.rba.gov.au/publications/confs/2012/dellariccia.html

References

16 May 2008 RDP 2008-02
Hugo Gerard and Kristoffer Nimark
Diebold FX, TA Gunther and AS Tay (1998), ‘Evaluating Density Forecasts with Applications to Financial Risk Management’, International Economic Review, 39(4), pp 863–883. ... Diebold FX, J Hahn and AS Tay (1999), ‘Multivariate Density Forecast
https://www.rba.gov.au/publications/rdp/2008/2008-02/references.html

References

13 Sep 2019 RDP 2019-09
Belinda Cheung and Sebastien Printant
651. Sushko V, C Borio, R McCauley and P McGuire (2016), ‘The Failure of Covered Interest Parity: FX Hedging Demand and Costly Balance Sheets’, BIS Working Papers No 590.
https://www.rba.gov.au/publications/rdp/2019/2019-09/references.html
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References

31 Dec 2001 RDP 2001-01
John Simon
Diebold FX and GD Rudebusch (1990), ‘A Nonparametric Investigation of Duration Dependence in the American Business Cycle’, Journal of Political Economy, 98(3), pp 596–616. ... Diebold FX and GD Rudebusch (1992), ‘Have Postwar Economic
https://www.rba.gov.au/publications/rdp/2001/2001-01/references.html

Australian Money Market Divergence: Arbitrage Opportunity or Illusion?

12 Sep 2019 RDP PDF 1464KB
leg. Investment. leg. Total0. 20. 40. 60. 80. %FX swaps. Baseline.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-09.pdf

Appendix B: Time Line of Chinese Financial Reforms

31 Dec 2014 RDP 2014-10
Alexander Ballantyne, Jonathan Hambur, Ivan Roberts and Michelle Wright
The PBC introduces outright forward foreign exchange (FX) contracts to the CFETS. ... 2006. Renminbi FX swaps are introduced, over-the-counter trading of the renminbi is permitted and a market-making system is created.
https://www.rba.gov.au/publications/rdp/2014/2014-10/appendix-b.html
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References

31 Dec 2015 RDP 2015-12
Jonathan Hambur, Lynne Cockerell, Christopher Potter, Penelope Smith and Michelle Wright
Asian Economic Papers. , 5(2), pp 7–29. Diebold FX (2015), ‘Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests’,. ... Journal of Business & Economic Statistics. , 33(1), pp 1–9.
https://www.rba.gov.au/publications/rdp/2015/2015-12/references.html

2010 BIS Triennial Survey Results – Australia

31 Aug 2010 Media Releases
6.8. 3.3. FX Swaps. 24.5. 35.3. 60.8. 107.0. 117.5. against AUD. ... 3.7. Non-financial institutions. 0.8. 1.1. 1.8. 1.9. 1.5. FX Swaps. 24.5.
https://www.rba.gov.au/media-releases/2010/mr-10-19-tables.html

Measuring Traded Market Risk: Value-at-risk and Backtesting Techniques

1 Dec 2009 RDP PDF 400KB
Table 3 shows the change in the portfoliogiven a 1 per cent move in each of the spot FX rates. ... Current Revalued (assuming a 1% increase in AUD). FX rates. JPY/AUD 86.46 87.32 (1.01 x 86.46).
https://www.rba.gov.au/publications/rdp/1997/pdf/rdp9708.pdf