Wednesday, March 22, 2023

Reserve Bank of Australia intervention to foreign exchange market

 The Reserve Bank of Australia (RBA) plays a crucial role in managing the Australian economy and maintaining stability in the Australian dollar (AUD) exchange rate (Kent 2022). The AUD/USD exchange rate is an important indicator of the Australian economy's health, and the RBA's reaction to the factors affecting this rate is critical for the foreign market. In this blog, we will discuss some of the factors that has contributed to the declining value of AUD and the invention of the RBA to the foreign exchange market.

Graph 1: AUD/USD Exchange Rate


                            Source: RBA

The Australian dollar has had a difficult year, with its value continuously falling against the US dollar (AUD/USD) since April till date. As of December 6, 2022, the Australian dollar's year-to-date performance versus the US dollar was -7% (Piero, 2022). From the graph above, the AUD/USD exchange rate has fluctuated between a low of around 0.68 USD per AUD and a high of around 0.67 USD per AUD. However, there has been a massive climb of 0.71 USD per AUD. There have been several factors that have influenced the exchange rate, including changes in interest rates, economic growth, and geopolitical events which will be covered in this blog.

In early 2022, the AUD/USD exchange rate was impacted by rising interest rates in the United States (Sophie and Johanna 2022). This resulted in a decline in the value of the Australian dollar relative to the US dollar, with the exchange rate falling to a low of around 0.68 USD per AUD in March 2022. However, in the second half of 2022, the AUD/USD exchange rate started to recover. This was due to several factors, including a rebound in demand for commodities, particularly iron ore, which is a key export for Australia. This led to an increase in the value of the Australian dollar relative to the US dollar. According to data from Westpac, the Australian dollar was 0.738 cents to the US dollar in March 2022. In April, 0.736; May, 0.705; June, 0.702; July 0.686; a slight increase in August to 0.696; and back down significantly to 0.667 for the month of September (Sophie and Johanna 2022).

How does the Reserve bank intervene in the foreign exchange market?

In general, the Reserve Bank intervene by transacting in the foreign exchange market under its own name in order to alert market players to its presence. This 'announcement effect' can have a considerable impact on the currency rate since it informs the market about the Reserve Bank's policy views on the exchange rate (RBA, 2020). Banks will raise their Australian dollar offer quotations, for instance, if the Reserve Bank wishes to sell US dollars and buy Australian dollars. Second, this can lead to further price changes among market makers in the spot foreign currency market after banks have transacted with the Reserve Bank (RBA, 2020).

References

Atkin T. Caputo, M. Robinson, T. and Wang, H., 2014. Macroeconomic consequences of terms of trade episodes, past and present, RBA Research Discussion Paper No 2014-01.

Atkin T. and La Cava G., 2018. The transmission of monetary policy: How Does It Work?’, RBA Bulletin, September.

Sophie, V. and Johanna L., 2022. AUD To USD Forecast: Dollar Could Fall Further Amid US Recession Fears. [online] Available at: https://www.forbes.com/advisor/au/investing/currencies/aud-to-usd-forecast-and-trends/.

Guo J. Ranasinghe, D. and Zhang, Z., 2019. Developments in foreign exchange and over-the-counter derivatives Markets’, RBA Bulletin, December.

Kent, C., 2022. Exchange rates and inflationary pressures | Speeches. [online] Reserve Bank of Australia. Available at: https://www.rba.gov.au/speeches/2022/sp-ag-2022-10-24.html

Piero C., 2022. Australian dollar (AUD/USD) 2023 price outlook: Aussie to soar on China’s reopening and Fed pivot? [online] Available at: https://capital.com/australian-dollar-aud-usd-2023-price-outlook-aussie-to-soar-on-china-s-reopening-and-fed-pivot.

Reserve Bank of Australia, 2020. The Exchange Rate and the Reserve Bank’s Role in the Foreign Exchange Market. [online] Reserve Bank of Australia. Available at: https://www.rba.gov.au/mkt-operations/ex-rate-rba-role-fx-mkt.html#eight [Accessed 23 Mar. 2023].

Newman V. Potter, C. and Wright, M., 2011. Foreign exchange market intervention, RBA Bulletin, December.

Stevens G., 2013. The australian dollar: Thirty years of floating, Address to the Australian Business Economists’ Annual Dinner, Sydney, 21 November.

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Reserve Bank of Australia intervention to foreign exchange market

  The Reserve Bank of Australia (RBA) plays a crucial role in managing the Australian economy and maintaining stability in the Australian do...