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Liquidity management: Principles for liquidity provision and the end of an abundant era

The Reserve Bank of New Zealand – Te Pūtea Matua is resourced and ready to provide liquidity if key New Zealand dollar financial markets become dysfunctional.

In a speech delivered at the CBA Global Markets Conference in Sydney today, Karen Silk, General Manager of Economics, Financial Markets and Banking, outlined the Reserve Bank’s approach to addressing financial market dysfunction and provided an update on the future of our liquidity management framework. 

Karen Silk explained the principles the Reserve Bank has formalised to ensure tools deployed to support market functioning are effective but remain targeted and temporary. These principles support a toolkit that allows room for markets to self-correct, mitigates moral hazard, and protects the Reserve Bank’s balance sheet from undue risks.

Karen Silk also provided an update on how the Reserve Bank could provide liquidity to the cash system as Additional Monetary Policy tools roll off the balance sheet, a process which is draining settlement cash from the cash system. 

The Reserve Bank has decided to adopt a hybrid approach to ensuring there is ample liquidity in the cash system. This means supply-driven operations like transacting in foreign exchange (FX) swaps will be supplemented with a demand-driven facility or operation that allows counterparties to borrow settlement cash on-demand in exchange for eligible collateral such as New Zealand government securities. 

Karen Silk highlighted that moving down to an ample level of liquidity will “place greater onus on market participants to understand, forecast and manage their individual cash liquidity needs.”

Finally, the speech notes the Reserve Bank will continue to be as transparent as possible, including ongoing engagement with our stakeholders, in implementing any changes to our liquidity management toolkit.

Disclaimer
This speech is not a Monetary Policy Committee communication and contains no guidance on the future path of monetary policy. You can find the latest views of the MPC in our recently published Monetary Policy Review.

More information

Watch the speech live on Teams

Download the speech (PDF, 660KB)

Previous related speeches

Building a balance sheet to support financial stability

Liquidity: one word, three meanings

New Zealand’s Monetary Policy Implementation Framework

A Strategic View of Te Pūtea Matua’s Balance Sheet

COVID-19 and the Reserve Bank’s Balance Sheet

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Media contact

James Weir
Senior Advisor, External Stakeholders
Phone: 021 103 1622
Email: [email protected]