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RBA Glossary definition for FX

FX – Foreign exchange

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Box C: Foreign Currency Exposure and Hedging Practices of Australian Banks

27 Mar 2006 FSR – March 2006 PDF 37KB
https://www.rba.gov.au/publications/fsr/2006/mar/pdf/box-c.pdf

The Financial Crisis through the Lens of Foreign Exchange Swap Markets

8 Jun 2010 Bulletin PDF 315KB
Reserve Bank of Australia Bulletin June 2010
https://www.rba.gov.au/publications/bulletin/2010/jun/pdf/bu-0610-7.pdf

Risk Management

9 Aug 2023 RBA Annual Report - 2022 PDF 545KB
https://www.rba.gov.au/publications/annual-reports/rba/2022/pdf/risk-management.pdf

Reserve Bank of Australia Annual Report 2023

16 Oct 2023 RBA Annual Report - 2023 PDF 201KB
https://www.rba.gov.au/publications/annual-reports/rba/2023/pdf/abbreviations.pdf

Australian OTC Derivatives Markets: Insights from the BIS Semiannual Survey

10 Dec 2012 Bulletin – December 2012
Jason Ahn, Mihovil Matić and Christian Vallence
Sources: BIS; RBA. Around half of all foreign exchange (FX) derivatives instruments are FX swaps and a further 40 per cent are cross-currency swaps. ... FX derivatives comprise a higher proportion of Australian banks' outstanding derivatives positions
https://www.rba.gov.au/publications/bulletin/2012/dec/5.html

March | 2022

17 Mar 2022 Bulletin
Insights into the economy and financial system from teams throughout the Reserve Bank of Australia
https://www.rba.gov.au/publications/bulletin/2022/mar/

References

16 May 2008 RDP 2008-02
Hugo Gerard and Kristoffer Nimark
Diebold FX, TA Gunther and AS Tay (1998), ‘Evaluating Density Forecasts with Applications to Financial Risk Management’, International Economic Review, 39(4), pp 863–883. ... Diebold FX, J Hahn and AS Tay (1999), ‘Multivariate Density Forecast
https://www.rba.gov.au/publications/rdp/2008/2008-02/references.html

The Role of the Exchange Rate in Monetary Policy - the Experience of Other Countries

12 Feb 2007 Conferences PDF 178KB
RBA Conference Volume 1993
https://www.rba.gov.au/publications/confs/1993/pdf/artis.pdf

Operations in Financial Markets

12 Apr 2020 RBA Annual Report – 2020
The Reserve Bank's activities in the foreign exchange market are conducted in a manner consistent with the principles of the FX Global Code. ... A ‘Statement of Commitment to the FX Global Code’ has been signed on behalf of the Bank.
https://www.rba.gov.au/publications/annual-reports/rba/2020/operations-in-financial-markets.html

References

31 Dec 2001 RDP 2001-01
John Simon
Diebold FX and GD Rudebusch (1990), ‘A Nonparametric Investigation of Duration Dependence in the American Business Cycle’, Journal of Political Economy, 98(3), pp 596–616. ... Diebold FX and GD Rudebusch (1992), ‘Have Postwar Economic
https://www.rba.gov.au/publications/rdp/2001/2001-01/references.html