Search: HQLA
RBA Glossary definition for HQLA
HQLA – High-quality liquid assets
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Macrofinancial Stress Testing on Australian Banks
13 Sep 2023
RDP
PDF
1940KB
Macrofinancial Stress Testing on Australian Banks. Nicholas Garvin, Samuel Kurian, Mike Major and David Norman. Research Discussion Paper. R DP 2022- 03. Figures in this publication were generated using Mathematica. ISSN 1448-5109 (Online). The
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-03.pdf
Contagion Modelling and Feedback Loops
20 Sep 2022
RDP
2022-03
For example, in a scenario where there is a liquidity run at a major bank of sufficient size that it begins to sell HQLA, the additional loss of capital due to ... These small effects primarily reflect that HQLA markets are assumed to be – as the name
https://www.rba.gov.au/publications/rdp/2022/2022-03/contagion-modelling-and-feedback-loops.html
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The Model
9 Oct 2019
RDP
2019-10
assets. This link is why the LCR requires banks to hold a quantity of HQLA that depends on their short-term liabilities. ... It does this by ensuring that banks have an adequate stock of unencumbered high-quality liquid assets (HQLA) that can be
https://www.rba.gov.au/publications/rdp/2019/2019-10/the-model.html
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Emergency Liquidity Injections
3 Oct 2019
RDP
PDF
2093KB
assets (HQLA) then had difficulty meeting their short-term liabilities. Governments and central banks. ... This link is why the. LCR requires banks to hold a quantity of HQLA that depends on their short-term liabilities.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-10.pdf
Liquidity and Funding Markets
6 Jan 2014
Conferences
PDF
4842KB
RBA Conference Volume 2013
https://www.rba.gov.au/publications/confs/2013/pdf/conf-vol-2013.pdf
The Economics of Shadow Banking
6 Jan 2014
Conferences
PDF
316KB
RBA Conference Volume 2013
https://www.rba.gov.au/publications/confs/2013/pdf/singh.pdf
Discussion of On the Economics of Committed Liquidity Facilities
19 Dec 2013
Conferences
PDF
84KB
RBA Conference Volume 2013
https://www.rba.gov.au/publications/confs/2013/pdf/bech-keister-disc.pdf
OTC Derivatives Reform: Netting and Networks
19 Dec 2013
Conferences
PDF
488KB
RBA Conference Volume 2013
https://www.rba.gov.au/publications/confs/2013/pdf/heath-kelly-manning.pdf
Introduction to Liquidity and Funding Markets
19 Dec 2013
Conferences
PDF
74KB
RBA Conference Volume 2013
https://www.rba.gov.au/publications/confs/2013/pdf/intro-2013.pdf
On the Economics of Committed Liquidity Facilities
19 Dec 2013
Conferences
PDF
823KB
RBA Conference Volume 2013
https://www.rba.gov.au/publications/confs/2013/pdf/bech-keister.pdf