Search: foreign-currency liquidity
RBA Glossary definition for foreign-currency liquidity
foreign-currency liquidity – The capacity to exchange foreign currency for domestic currency without significantly moving the exchange rate. The extent to which a foreign currency may be traded readily without causing a significant movement in price.
RBA Glossary definition for liquidity
liquidity – The capacity to sell an asset quickly without significantly affecting the price of that asset. Liquidity is also sometimes used to refer to assets that are highly liquid.
Search Results
Foreign Currency Exposure and Hedging in Australia
10 Dec 2009
Bulletin
– December 2009
Trade-related foreign currency exposures are uniquely significant for the non-financial sector. ... a). Long foreign currency/short AUD positions. Short foreign currency/long AUD positions.
https://www.rba.gov.au/publications/bulletin/2009/dec/1.html
Operations in Financial Markets
20 Sep 2018
RBA Annual Report
– 2018
The Reserve Bank also transacts in the foreign exchange market when managing its foreign currency reserves. ... Foreign currency obtained in this manner does not comprise part of the benchmark portfolio but reflects domestic liquidity operations.
https://www.rba.gov.au/publications/annual-reports/rba/2018/operations-in-financial-markets.html
Box C: Foreign Currency Exposure and Hedging Practices of Australian Banks
10 Mar 2006
FSR
– March 2006
Financial Stability Review – March 2006 Box C: Foreign Currency Exposure and Hedging Practices of Australian Banks. ... Once banks' foreign currency equity positions are taken into account, banks had a small net foreign currency asset position.
https://www.rba.gov.au/publications/fsr/2006/mar/box-c.html
Boxes
22 Mar 2024
FSR
A number of Boxes on topics of special interest are published in the Financial Stabiilty Review. These boxes can be read as stand-alone documents or within the relevant Financial Stability Review.
https://www.rba.gov.au/publications/fsr/boxes.html
On the Economics of Committed Liquidity Facilities | Conference – 2013
19 Aug 2013
Conferences
These amounts fall well short of the liquidity needs of the banking system. ... The other options are using foreign currency HQLA to cover domestic currency liquidity needs and increasing the use of Level 2 assets with a higher haircut; see BCBS (2013).
https://www.rba.gov.au/publications/confs/2013/bech-keister.html
The Australian Financial System
8 Apr 2022
FSR
– April 2022
Another important use of derivatives is to hedge risks that arise from their holdings of foreign-currency denominated assets (such as investments in foreign equity and securities). ... See RBA (2021), ‘Box C: What Did 2020 Reveal About Liquidity
https://www.rba.gov.au/publications/fsr/2022/apr/australian-financial-system.html
Promoting Liquidity: Why and How? | Conference – 2008
14 Jul 2008
Conferences
In contrast, in foreign exchange markets a change in the economic environment and a sharp increase in uncertainty can result in very large movements in prices, but liquidity is not normally ... Indeed, it is notable that liquidity in foreign exchange
https://www.rba.gov.au/publications/confs/2008/kearns-lowe.html
Official Reserve Assets – March 2024
7 Mar 2024
Statistics
on foreign securities and valuation effects arising from changes in the foreign currency value of the assets and exchange rates. ... data on International Reserves and Foreign Currency Liquidity will be available on the last business day of the month.
https://www.rba.gov.au/statistics/frequency/reserve-assets.html
Central Bank Liquidity Provision and Core Funding Markets | Conference – 2013
19 Aug 2013
Conferences
Importantly, this increase in capital flows often took the form of cross-border lending by banks, much of it in foreign currency (McGuire and von Peter 2009). ... In many cases, funding was in foreign currency (European banks funding CDOs with short-term
https://www.rba.gov.au/publications/confs/2013/johnson-santor.html
Changes to Statistical Tables
14 Mar 2024
Statistics
From 18 March 2021, the series ‘Net forward foreign currency commitments: short-term‘ will be added to Table A4, and defined as net forward foreign currency commitments that mature within 12 ... months. The ‘Net foreign reserves’ and ‘Net
https://www.rba.gov.au/statistics/tables/changes-to-tables.html