Search: FX
RBA Glossary definition for FX
FX – Foreign exchange
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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
List of Graphs
12 Apr 2020
RBA Annual Report
– 2020
Reserve Bank of Australia Annual Report – 2020 List of Graphs. The materials on this webpage are subject to copyright and their use is subject to the terms and conditions set out in the Copyright and Disclaimer Notice. Reserve Bank of Australia,
https://www.rba.gov.au/publications/annual-reports/rba/2020/list-of-graphs.html
Australian OTC Derivatives Markets: Insights from the BIS Semiannual Survey
10 Dec 2012
Bulletin
– December 2012
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
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
References
16 May 2008
RDP
2008-02
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
References
13 Sep 2019
RDP
2019-09
651. Sushko V, C Borio, R McCauley and P McGuire (2016), ‘The Failure of Covered Interest Parity: FX Hedging Demand and Costly Balance Sheets’, BIS Working Papers No 590.
https://www.rba.gov.au/publications/rdp/2019/2019-09/references.html
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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
OTC Derivatives Reforms and the Australian Cross-currency Swap Market
19 Jun 2013
Bulletin
PDF
241KB
Reserve Bank of Australia Bulletin June 2013
https://www.rba.gov.au/publications/bulletin/2013/jun/pdf/bu-0613-7.pdf
References
31 Dec 2001
RDP
2001-01
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
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