Search: HQLA
RBA Glossary definition for HQLA
HQLA – High-quality liquid assets
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5.4 Focus Topic: Interest Rate Risk
6 Oct 2023
FSR
– October 2023
5.4 Focus Topic: Interest Rate Risk | Financial Stability Review – October 2023
https://www.rba.gov.au/publications/fsr/2023/oct/focus-topic-interest-rate-risk.html
Macrofinancial Stress Testing on Australian Banks
13 Sep 2023
RDP
PDF
1940KB
Macrofinancial Stress Testing on Australian Banks. Nicholas Garvin, Samuel Kurian, Mike Major and David Norman. Research Discussion Paper. R DP 2022- 03. Figures in this publication were generated using Mathematica. ISSN 1448-5109 (Online). The
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-03.pdf
Financial Regulation and Australian Dollar Liquid Assets
12 Sep 2012
Bulletin
PDF
273KB
Reserve Bank of Australia Bulletin September 2012
https://www.rba.gov.au/publications/bulletin/2012/sep/pdf/bu-0912-6.pdf
The Model
9 Oct 2019
RDP
2019-10
assets. This link is why the LCR requires banks to hold a quantity of HQLA that depends on their short-term liabilities. ... It does this by ensuring that banks have an adequate stock of unencumbered high-quality liquid assets (HQLA) that can be
https://www.rba.gov.au/publications/rdp/2019/2019-10/the-model.html
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Domestic Financial Conditions
5 May 2023
SMP
– May 2023
Domestic Financial Conditions | Statement on Monetary Policy – May 2023
https://www.rba.gov.au/publications/smp/2023/may/domestic-financial-conditions.html
The Australian Financial System
8 Apr 2022
FSR
– April 2022
Graph 3.5. Robust liquidity positions also support system resilience …. Banks' holdings of high-quality liquid assets (HQLA) remained at high levels. ... outflows, helping banks meet their LCR targets without raising additional funding to purchase HQLA
https://www.rba.gov.au/publications/fsr/2022/apr/australian-financial-system.html
Operations in Financial Markets
20 Sep 2018
RBA Annual Report
– 2018
Given the relatively low levels of government debt outstanding in Australia, there is a shortage of HQLA securities. ... Reserve Bank's assessment of the amount of HQLA securities that could reasonably be held by banks without unduly affecting market
https://www.rba.gov.au/publications/annual-reports/rba/2018/operations-in-financial-markets.html
Introduction to Liquidity and Funding Markets
19 Dec 2013
Conferences
PDF
74KB
RBA Conference Volume 2013
https://www.rba.gov.au/publications/confs/2013/pdf/intro-2013.pdf
Policy Panel
19 Dec 2013
Conferences
PDF
209KB
RBA Conference Volume 2013
https://www.rba.gov.au/publications/confs/2013/pdf/policy-panel-2013.pdf
On the Economics of Committed Liquidity Facilities
19 Dec 2013
Conferences
PDF
823KB
RBA Conference Volume 2013
https://www.rba.gov.au/publications/confs/2013/pdf/bech-keister.pdf