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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The Evolution of Risk and Risk Management – A Prudential Regulator's Perspective | Conference – 2007

20 Aug 2007 Conferences
John Laker
in 2004, ‘rogue’ foreign currency options trading at that same bank resulted in a loss of A$350 million, an overhaul of the Board and senior management and a considerable dent in ... the potential impact that market-wide disruptions may have on the
https://www.rba.gov.au/publications/confs/2007/laker.html

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

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

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

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

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

Why did it Happen?

1 May 1998 RDP 9805
Morris Goldstein and John Hawkins
In South Korea, the vulnerability arose from the short-term foreign currency borrowings by banks and the chaebol. ... Figure 11: Country Credit Ranking. Standard and Poors: long-term foreign currency rating.
https://www.rba.gov.au/publications/rdp/1998/1998-05/why-did-it-happen.html
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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
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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

The Model

31 Dec 2002 RDP 2002-08
Luke Gower and Alan Krause
e = (natural logarithm of) the home-currency price of a unit of foreign currency;. ... by the crisis, and when the proportion of foreign currency denominated corporate debt is high.
https://www.rba.gov.au/publications/rdp/2002/2002-08/model.html
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