Search: repurchase agreement

Sort by: Relevance Date
13 of 3 collapsed search results for repurchase agreement

RBA Glossary definition for repurchase agreement

repurchase agreement – The vehicle whereby most Reserve Bank of Australia (RBA) domestic market operations are conducted. Repurchase agreements (usually called 'repos') involve the sale or purchase of securities with an undertaking to reverse the transaction at an agreed date in the future and at an agreed price. Repos provide flexibility in that they allow the RBA to inject liquidity on one day and withdraw it on another with a single transaction.

Search Results

Introduction

15 Aug 2018 RDP 2018-09
Nicholas Garvin
Footnotes. ‘Repo’ is short for ‘repurchase agreement’. A repo is similar to a securities sale paired with a subsequent repurchase.
https://www.rba.gov.au/publications/rdp/2018/2018-09/introduction.html

Comparing the Output with Prudential Data

15 Aug 2018 RDP 2018-09
Nicholas Garvin
Footnotes. The APRA dataset in more aggregated form can be found in statistical table B3 ‘Repurchase Agreements and Stock Lending by Banks and Registered Financial Corporations’ at <For this section I
https://www.rba.gov.au/publications/rdp/2018/2018-09/comparing-the-output-with-prudential-data.html

Identifying Repo Market Microstructure from Securities Transactions Data

1 Aug 2018 RDP 2018-09
Nicholas Garvin
Research Discussion Paper – RDP 2018-09 Identifying Repo Market Microstructure from Securities Transactions Data. Nicholas Garvin. August 2018. 2.7. MB. 1. Introduction. Short-term interbank markets are at the core of most developed financial
https://www.rba.gov.au/publications/rdp/2018/2018-09/full.html