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.
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Risk Management
17 Oct 2019
RBA Annual Report
– 2019
As foreign currency reserve assets are held for policy purposes, the Bank does not seek to eliminate or hedge this exposure. ... The Reserve Bank holds a portion of its foreign currency portfolio in short-term repos.
https://www.rba.gov.au/publications/annual-reports/rba/2019/risk-management.html
Note 1 | Financial Statements
4 Sep 2008
RBA Annual Report
– 2008
The RBA uses foreign currency swaps to assist daily domestic liquidity management and to manage its balance sheet holdings. ... A foreign currency swap is the simultaneous purchase and sale of one currency against another currency for specified maturities
https://www.rba.gov.au/publications/annual-reports/rba/2008/fin-statements/note-1.html
Box A: The RBA's Foreign Exchange Swaps
8 Feb 2008
SMP
- February 2008
PDF
34KB
https://www.rba.gov.au/publications/smp/2008/feb/pdf/box-a.pdf
Note 1 | Financial Statements
8 Sep 2005
RBA Annual Report
– 2005
Earnings on foreign currency investments are converted to Australian dollars using the exchange rate on the date they are accrued. ... The RBA uses foreign currency swaps to assist daily domestic liquidity management and to manage its balance sheet
https://www.rba.gov.au/publications/annual-reports/rba/2005/fin-statements/note-1.html
Note 1 | Financial Statements
31 Aug 2007
RBA Annual Report
– 2007
The RBA uses foreign currency swaps to assist daily domestic liquidity management. ... A foreign currency swap is the simultaneous purchase and sale of one currency against another currency for specified maturities.
https://www.rba.gov.au/publications/annual-reports/rba/2007/fin-statements/note-1.html
Box A: The RBA's Foreign Exchange Swaps
10 Feb 2008
SMP
– February 2008
As the price is agreed for the term of the swap, the Bank is not exposed to any foreign currency risk. ... This preference for using swaps largely reflects the liquidity of the foreign exchange swap market: average daily turnover in Australia of foreign
https://www.rba.gov.au/publications/smp/2008/feb/box-a.html
Reserve Bank of Australia Annual Report 2023
16 Oct 2023
RBA Annual Report
- 2023
PDF
344KB
https://www.rba.gov.au/publications/annual-reports/rba/2023/pdf/our-role.pdf
Operations in Financial Markets
10 Sep 2012
RBA Annual Report
– 2012
in the Bank's holdings of foreign currency reserves of around $0.7 billion. ... Assets denominated in foreign currencies expose the Bank's balance sheet to foreign currency risk in addition to the interest rate, credit and liquidity risks faced on the
https://www.rba.gov.au/publications/annual-reports/rba/2012/ops-fin-mkts.html
Operations in Financial Markets
4 Sep 2008
RBA Annual Report
– 2008
In 2007/08, the Bank sold $5 billion of foreign currency to the Government. ... Duration (months). 30. 30. 30. Actual and Benchmark Returns on Total Foreign Currency Portfolio.
https://www.rba.gov.au/publications/annual-reports/rba/2008/balance-sheet.html
Note 16 | Financial Statements
20 Aug 2009
RBA Annual Report
– 2009
the RBA's foreign currency and Australian dollar securities as at 30 June. ... For this reason, this exposure is not included as part of the RBA's net foreign currency exposure outlined above.
https://www.rba.gov.au/publications/annual-reports/rba/2009/fin-statements/note-16.html