Search: exchange rates
RBA Glossary definition for exchange rates
exchange rates – The price of one currency expressed in terms of another currency. Any exchange rate can be quoted two ways, e.g. Australian dollars per US dollar (USD/AUD) or US dollars per Australian dollar (AUD/USD). The convention for the Australian dollar is that it is quoted as the foreign currency price of the Australian dollar. This is sometimes referred to as the 'Indirect' method of quoting.
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Operations in Financial Markets
27 Oct 2022
RBA Annual Report
– October 2022
These swaps do not affect the exchange rate. The Bank had A$8.6 billion in long-term swaps outstanding at the end of June 2022. ... c) In accordance with IMF guidelines, forward commitments reflect notional values of unsettled spot and forward
https://www.rba.gov.au/publications/annual-reports/rba/2022/operations-in-financial-markets.html
Operations in Financial Markets
24 Aug 2001
RBA Annual Report
– 2001
For the same reason, use of swaps has no effect on the exchange rate. ... This may be because exchange rates are subject to many and varied influences, and no clear model of exchange rate determination exists.
https://www.rba.gov.au/publications/annual-reports/rba/2001/oper-fin-mkts.html
The Reserve Bank and Economic Policy in 1978/79
20 Jun 2023
RBA Annual Report
– 1979
The trade-weighted exchange rate of the $A moved within a relatively narrow range in the second half of the financial year. ... through sales of foreign exchange from official reserves and thus reduced the need for adjustment in the exchange rate.
https://www.rba.gov.au/publications/annual-reports/rba/1979/res-bank-eco-policy.html
Risk Management
4 Sep 2008
RBA Annual Report
– 2008
Diversification of foreign currency assets across three currencies mitigates exchange rate risk somewhat. ... The timing of intervention and reserves replenishment also has some mitigating effect on exchange rate risk.
https://www.rba.gov.au/publications/annual-reports/rba/2008/risk-mgmt.html
Risk Management
28 Aug 2006
RBA Annual Report
– 2006
The main risks are exchange rate risk, interest rate risk and credit risk. ... This has added to the level of exchange rate risk on the Reserve Bank's balance sheet.
https://www.rba.gov.au/publications/annual-reports/rba/2006/risk-mgmt.html
Risk Management
16 Oct 2013
RBA Annual Report
– 2013
These holdings expose the Bank's balance sheet to fluctuations in exchange rates. ... This involves the Bank receiving and sending collateral to cover exposures on foreign exchange swaps generated by movements in exchange rates away from the contracted
https://www.rba.gov.au/publications/annual-reports/rba/2013/risk-mgmt.html
Risk Management
8 Sep 2005
RBA Annual Report
– 2005
The Reserve Bank is exposed to three main risks related to its balance sheet, namely credit risk, interest rate risk and exchange rate risk. ... If carried out effectively, however, intervention operations themselves serve to mitigate the level of
https://www.rba.gov.au/publications/annual-reports/rba/2005/risk-mgmt.html
Monetary Policy and the Predictability of Nominal
17 Jan 2017
Research Workshop
PDF
506KB
https://www.rba.gov.au/publications/workshops/research/2016/pdf/rba-workshop-2016-eichenbaum.pdf
Risk Management
28 Jul 2004
RBA Annual Report
– 2004
This portfolio is exposed to exchange rate risk because the value of these assets measured in Australian dollars varies with fluctuations in the relevant currency exchange rates against the Australian dollar. ... exchange rate appreciates or local and
https://www.rba.gov.au/publications/annual-reports/rba/2004/risk-mgmt.html
Risk Management
10 Sep 2012
RBA Annual Report
– 2012
These holdings expose the Bank's balance sheet to fluctuations in exchange rates. ... This will involve the Bank receiving and sending collateral to cover exposures on foreign exchange swaps generated by movements in exchange rates away from the
https://www.rba.gov.au/publications/annual-reports/rba/2012/risk-mgnt.html