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RBA Glossary definition for AUD

AUD – Australian dollar (ISO 4217 currency code); A$ is more commonly used.

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Foreign Currency Exposure and Hedging in Australia

10 Dec 2009 Bulletin – December 2009
Patrick D'Arcy and Muhummed Shah Idil
a). Counterparty. Long foreign currency/short AUD positions. Short foreign currency/long AUD positions. ... a). Long foreign currency/short AUD positions. Short foreign currency/long AUD positions.
https://www.rba.gov.au/publications/bulletin/2009/dec/1.html

Value-at-risk

1 Nov 1997 RDP 9708
Colleen Cassidy and Marianne Gizycki
10,000 / 0.8022). Change in portfolio value or delta (AUD). Position 1. ... The standard deviation of changes in the portfolio's total value is 46 AUD.
https://www.rba.gov.au/publications/rdp/1997/9708/value-at-risk.html

List of graphs

20 Apr 2016 FSR – April 2016
Graph D2: AUD Value Outstanding in LCH.C Ltd's SwapClear Service (Stock).
https://www.rba.gov.au/publications/fsr/2016/apr/graphs.html

The Future System for Monetary Policy Implementation

2 Apr 2024 Speech PDF 657KB
Speech - 2024
https://www.rba.gov.au/speeches/2024/pdf/sp-ag-2024-04-02.pdf

The Impact of Hedge Funds on Financial Markets: Lessons from the Experience of Australia | Conference – 1999

9 Aug 1999 Conferences
Bob Rankin
0.0015. 1.67. AUD(1). 0.17. 3.05. 0.15. 2.69. WCFI(1). 0.04. 1.14. 0.02. ... AUD is the Australian dollar/US dollar bilateral exchange rate (log). D in front of a variable indicates that it is in first differences.
https://www.rba.gov.au/publications/confs/1999/rankin.html

RBAFOI-232430 - documents for release

19 Feb 2024 PDF 857KB
documents between 1 July and 3 November 2020 detailing costs, benefits or risks of the Bank buying large volumes of Government Bonds
https://www.rba.gov.au/information/foi/disclosure-log/pdf/232430.pdf

Material Developments | Assessment of LCH Limited's SwapClear Service

9 Mar 2023
service in Australia) settle AUD obligations using the Australian PPS (CCP Standard 9). ... To date, no participants or clients have posted AUD cash as initial margin.
https://www.rba.gov.au/payments-and-infrastructure/financial-market-infrastructure/clearing-and-settlement-facilities/assessments/lch/2018/material-developments.html

The Impact of Hedge Funds on Financial Markets: Lessons from the Experience of Australia

7 Dec 2006 Conferences PDF 35KB
RBA Conference Volume 1999
https://www.rba.gov.au/publications/confs/1999/pdf/rankin.pdf

Australian Financial Market Volatility: An Exploration of Cross-country and Cross-market Linkages

1 Dec 2009 RDP PDF 776KB
As might be expected, theTWI had more consistent volatility than the USD/AUD. ... volatility, but the USD/AUD was also distinctlymore subdued than the other bilateral rates.
https://www.rba.gov.au/publications/rdp/1996/pdf/rdp9609.pdf

Conclusion

1 Nov 1996 RDP 9609
Tro Kortian and James O'Regan
The volatility of daily percentage changes in the USD/AUD exchange rate records the lowest period average out of the five currencies that are examined. ... Econometric tests as well as visual inspection, reveal a clear downward trend in the volatility
https://www.rba.gov.au/publications/rdp/1996/9609/conclusion.html
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