Search: foreign-currency liquidity

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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.

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Capital Flow Policies, Monetary Policy and Coordination

27 Jul 2014 Conferences PDF 394KB
RBA Conference Volume 2014
https://www.rba.gov.au/publications/confs/2014/pdf/fratzscher.pdf

DSGE Reno: Adding a Housing Block to a Small Open Economy Model

1 Apr 2018 RDP 2018-04
Christopher G Gibbs, Jonathan Hambur and Gabriela Nodari
This assumption captures the fact that a fraction of the resources exported from Australia are priced using contracts, which are only revised periodically, and that firms often hedge their foreign currency ... where. is the relative price of the resource
https://www.rba.gov.au/publications/rdp/2018/2018-04/full.html
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Financial Reform in Australia and China

4 Feb 2015 RDP PDF 1153KB
2006). 15 For more information on foreign currency hedging in Australia, see Becker and Fabbro (2006) and Rush, Sadeghian and Wright (2013). ... the authorities suspended banks’ foreign currency trading to allow time to decide on a course of action.
https://www.rba.gov.au/publications/rdp/2014/pdf/rdp2014-10.pdf

Funding Flows and Credit in Carry Trade Economies | Conference – 2013

19 Aug 2013 Conferences
Silvia Miranda Agrippino and Hélène Rey
US dollars (domestic price of foreign currency so an increase means a depreciation of the Australian dollar) and the VIX. ... Lustig H and A Verdelhan (2007), ‘The Cross Section of Foreign Currency Risk Premia and Consumption Growth Risk’, The
https://www.rba.gov.au/publications/confs/2013/mirandaagrippino-rey.html

Discussion on Funding Flows and Credit in Carry Trade Economies | Conference – 2013

19 Aug 2013 Conferences
Alternatively, suppose a domestic resident wants to obtain foreign currency to finance direct investment abroad from a local bank. ... The domestic banking system may obtain the foreign currency by borrowing abroad (usually through the swap market).
https://www.rba.gov.au/publications/confs/2013/mirandaagrippino-rey-disc.html

Policy Panel

19 Dec 2013 Conferences PDF 209KB
RBA Conference Volume 2013
https://www.rba.gov.au/publications/confs/2013/pdf/policy-panel-2013.pdf

Taming the Real Estate Beast: The Effects of Monetary and Macroprudential Policies on Housing Prices and Credit | Conference – 2012

20 Aug 2012 Conferences
Kenneth Kuttner and Ilhyock Shim
dynamic provisioning, countercyclical capital requirements, reserve requirements and limits on foreign currency lending reduce the procyclicality of leverage growth. ... non-interest rate monetary policy measures: average or marginal reserve requirements
https://www.rba.gov.au/publications/confs/2012/kuttner-shim.html

Identifying Repo Market Microstructure from Securities Transactions Data

1 Aug 2018 RDP 2018-09
Nicholas Garvin
The difference between these reflects net lending from reporting entities to non-reporting entities such as foreign institutions. ... Third, repos involving Australian dollar-denominated securities but foreign currency would not be detected because the
https://www.rba.gov.au/publications/rdp/2018/2018-09/full.html
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Fear of Sudden Stops: Lessons from Australia and Chile

10 May 2004 RDP PDF 193KB
In addition, if foreign debt is denominated ina foreign currency, then a real devaluation will increase the local-currency valueof required factor payments, aggravating any existing liquidity shocks. ... DUS$–A–R (net foreign debtin foreign currency
https://www.rba.gov.au/publications/rdp/2004/pdf/rdp2004-03.pdf

Risk and the Transformation of the Australian Financial System | Conference – 2007

20 Aug 2007 Conferences
Chris Ryan and Chris Thompson
billion. After accounting for banks' foreign currency equity positions, banks had a small net foreign currency asset position. ... Net foreign currency position on debt. 117. 186. Derivative positions to hedge debt.
https://www.rba.gov.au/publications/confs/2007/ryan-thompson.html