Search: foreign-currency liquidity

Sort by: Relevance Date
21–30 of 960 search results for foreign-currency liquidity

RBA Glossary definition for foreign-currency liquidity

foreign-currency liquidity – The capacity to exchange foreign currency for domestic currency without significantly moving the exchange rate. The extent to which a foreign currency may be traded readily without causing a significant movement in price.

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.

Search Results

Identifying Repo Market Microstructure from Securities Transactions Data

13 Aug 2018 RDP PDF 2622KB
transacted through foreign (i.e. non-Austraclear) infrastructure, the two datasets have a robust. ... day liquidity needs that arise from their business-related cash flows. Moreover, the interest rates.
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-09.pdf

Discussion | Conference – 2016

18 Mar 2016 Conferences
One proxy for the trend of US dollar borrowing by Chinese enterprises is the change in mainland domestic foreign currency bank credit. ... Several participants focused on the recent decline in China's official foreign currency reserves.
https://www.rba.gov.au/publications/confs/2016/schipke-discussion.html

The Transmission of Monetary Policy through Banks' Balance Sheets | Conference – 2018

12 Apr 2018 Conferences
Anthony Brassil, Jon Cheshire and Joseph Muscatello
The spreads at issuance equal the estimated foreign currency-hedged yield at issuance minus the swap rate of similar maturity. ... for foreign currency debt we use BBSW rate plus the cross-currency basis) and maturity-matched OIS rates.
https://www.rba.gov.au/publications/confs/2018/brassil-cheshire-muscatello.html

Conclusions

31 Dec 2011 RDP 2011-02
Callum Jones and Mariano Kulish
But, the central bank's ability to maintain a given exchange rate with market forces that would otherwise depreciate the domestic currency is limited by its stock of foreign reserves. ... The central bank can buy foreign currency without bounds, but can
https://www.rba.gov.au/publications/rdp/2011/2011-02/conclusions.html
See 2 more results from "RDP 2011-02"

Discussion on Reforming the International Financial Architecture: Limiting Moral Hazard and Containing Real Hazard | Conference – 1999

9 Aug 1999 Conferences
Others took issue with these arguments, pointing to the case of Chile, where capital controls appear to have increased the average maturity of foreign-currency-denominated debt. ... Since a heavy weighting of short-term foreign-currency-denominated debt
https://www.rba.gov.au/publications/confs/1999/disc-session6.html

Australia's Experience with Financial Reform

31 Dec 2014 RDP 2014-10
Alexander Ballantyne, Jonathan Hambur, Ivan Roberts and Michelle Wright
In particular, the ability of Australian entities to hedge their foreign currency risk ultimately depends on foreigners being willing to hold Australian dollar exposure. ... 2006). For more information on foreign currency hedging in Australia, see Becker
https://www.rba.gov.au/publications/rdp/2014/2014-10/aus-exp-fin-reform.html
See 4 more results from "RDP 2014-10"

The Model

1 Dec 1989 RDP 8909
Jerome Fahrer
Equation (7) specifies the demand for money, with τ reflecting shocks to liquidity preference. ... Equations (8), (9) and (10) specify that innovations to the nominal exchange rate (the domestic price of foreign currency), real government expenditure
https://www.rba.gov.au/publications/rdp/1989/8909/model.html

When is a Housing Market Overheated Enough to Threaten Stability? | Conference – 2012

20 Aug 2012 Conferences
John Muellbauer
In 1992, the Bank of England launched a (secret) lifeboat of liquidity to support the financial system and, given the pressure of high interest rates within the ERM and a severe
https://www.rba.gov.au/publications/confs/2012/muellbauer.html

Central Bank Frameworks: Evolution or Revolution?

4 Jan 2023 Conferences PDF 7522KB
RBA Conference Volume 2018
https://www.rba.gov.au/publications/confs/2018/pdf/rba-conference-volume-2018.pdf

Exploring the Link between the Macroeconomic and Financial Cycles | Conference – 2017

16 Mar 2017 Conferences
Adam Cagliarini and Fiona Price
RBA Annual Conference – 2017 Exploring the Link between the Macroeconomic and Financial Cycles Adam Cagliarini and Fiona Price. 1.40. MB. The global financial crisis prompted an increased focus on the role of financial factors in driving real
https://www.rba.gov.au/publications/confs/2017/cagliarini-price.html