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31–40 of 239 search results for HQLA

RBA Glossary definition for HQLA

HQLA – High-quality liquid assets

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The Australian Financial System

7 Oct 2022 FSR – October 2022
Endnotes. The CLF complements available HQLA to ensure banks have sufficient access to liquid assets during a period of stress. ... The CLF has been required in Australia given the historically limited supply of HQLA due to low levels of HQLA securities
https://www.rba.gov.au/publications/fsr/2022/oct/australian-financial-system.html

On the Economics of Committed Liquidity Facilities | Conference – 2013

19 Aug 2013 Conferences
Morten L Bech and Todd Keister
Two types (or ‘levels’) of assets can be counted toward the calculation of HQLA in the numerator of the ratio. ... that would arise in an economy where HQLA is plentiful and there is no CLF.
https://www.rba.gov.au/publications/confs/2013/bech-keister.html

The Committed Liquidity Facility: 2015–2022

29 Jan 2024 Bulletin - January 2024 PDF 507KB
https://www.rba.gov.au/publications/bulletin/2024/jan/pdf/the-committed-liquidity-facility-2015-2022.pdf

OTC Derivatives Reform: Netting and Networks

19 Dec 2013 Conferences PDF 488KB
RBA Conference Volume 2013
https://www.rba.gov.au/publications/confs/2013/pdf/heath-kelly-manning.pdf

Operations in Financial Markets

17 Oct 2019 RBA Annual Report – 2019
participants and the impact on the liquidity of HQLA securities in secondary markets. ... For 2020, the Bank has assessed that banks can reasonably hold $242 billion of HQLA securities.
https://www.rba.gov.au/publications/annual-reports/rba/2019/operations-in-financial-markets.html

Australian Fixed Income Markets – Recent Developments and a Look Ahead

5 Jun 2023 Speech PDF 1477KB
Speech - 2023
https://www.rba.gov.au/speeches/2023/pdf/sp-so-2023-05-24.pdf

Australian Securitisation Markets: Responding to Change

1 Dec 2023 Speech PDF 817KB
Speech - 2023
https://www.rba.gov.au/speeches/2023/pdf/sp-so-2023-11-21.pdf

Remarks on Liquidity

17 Dec 2013 Speech
Guy Debelle
Remarks by Guy Debelle to the Australasian Finance and Banking Conference, Sydney
https://www.rba.gov.au/speeches/2013/sp-ag-171213.html

OTC Derivatives Reform: Netting and Networks | Conference – 2013

19 Aug 2013 Conferences
Alexandra Heath, Gerard Kelly and Mark Manning
The supply of HQLA is likely to be fixed in the short term. ... Of particular interest is collateral transformation, whereby an intermediary lends HQLA against less-liquid securities in return for a fee.
https://www.rba.gov.au/publications/confs/2013/heath-kelly-manning.html

The Committed Liquidity Facility

23 Jul 2019 Speech PDF 313KB
In this way, each bank holds a sufficient amount of HQLA asself-insurance against liquidity risk. ... Graph 4. However, over recent years more HQLA securities have become available for use as collateral.
https://www.rba.gov.au/speeches/2019/pdf/sp-ag-2019-07-23.pdf