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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Foreign Currency Exposure and Hedging in Australia
7 Dec 2017
Bulletin
– December 2017
The latest Survey of Foreign Currency Exposure confirms that Australian entities' financial positions are well protected against a depreciation of the Australian dollar. Consistent with previous surveys, the net foreign currency exposures of the
https://www.rba.gov.au/publications/bulletin/2017/dec/8.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
Recent Changes to the Reserve Bank's Liquidity Operations
9 Dec 2021
Bulletin
– December 2021
The Reserve Bank’s policy measures to support the economy in the wake of the COVID-19 pandemic have significantly increased liquidity in the banking system.
https://www.rba.gov.au/publications/bulletin/2021/dec/recent-changes-to-the-reserve-banks-liquidity-operations.html
3.3 Risk Management
19 Oct 2023
RBA Annual Report
– October 2023
Risk Management | Reserve Bank of Australia Annual Report – October 2023
https://www.rba.gov.au/publications/annual-reports/rba/2023/risk-management.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
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
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
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
Risk Management
27 Oct 2022
RBA Annual Report
– October 2022
Gross holdings of Japanese yen-denominated assets remained the largest share of the Banks foreign currency issuer exposures as at 30 June 2022. ... The Reserve Bank holds a portion of its foreign currency portfolio in short-term repos.
https://www.rba.gov.au/publications/annual-reports/rba/2022/risk-management.html
Australia's Foreign Currency Exposure and Hedging Practices
10 Dec 2005
Bulletin
– December 2005
13. 5. Foreign currency position (after derivatives). 149. 218. Per cent of GDP. ... In addition to holdings of net reserves, the RBA acquires foreign currency through foreign exchange swap operations, undertaken mainly for domestic liquidity purposes.
https://www.rba.gov.au/publications/bulletin/2005/dec/1.html