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RBA Glossary definition for money market

money market – The market which deals in short-term discount securities such as Treasury notes, bank bills and promissory notes. Major participants in this market include the Reserve Bank of Australia, banks, superannuation funds, insurance companies, investment trusts, investment banks, building societies and large corporates.

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Demand in the Repo Market: Indirect Perspectives from Open Market Operations from 2006 to 2020

15 May 2024 RDP 2024-03
Chris Becker, Anny Francis, Calebe de Roure and Brendan Wilson
Market conditions are therefore not easy to assess and often dependent on anecdotal evidence. ... operations. Several insights allow us to better understand the dynamics underpinning the repo market.
https://www.rba.gov.au/publications/rdp/2024/2024-03.html

Open Market Operations

15 May 2024 RDP 2024-03
Chris Becker, Anny Francis, Calebe de Roure and Brendan Wilson
Open Market Operations. Chris Becker, Anny Francis, Calebe de Roure and Brendan Wilson. ... Money markets are therefore interconnected, even if there are some barriers to perfect and riskless arbitrage (Cheung and Printant 2019).
https://www.rba.gov.au/publications/rdp/2024/2024-03/open-market-operations.html

Demand in the Repo Market: Indirect Perspectives from Open Market Operations from 2006 to 2020

21 Mar 2024 RDP 2024-03
Jonathan Hambur
Research Discussion Paper – RDP 2024-03 Demand in the Repo Market: Indirect Perspectives from Open Market Operations from 2006 to 2020. ... Most of this work was completed while the authors were working on monetary policy implementation, liquidity and
https://www.rba.gov.au/publications/rdp/2024/2024-03/sections.html

Demand in the Repo Market: Indirect Perspectives from Open Market Operations from 2006 to 2020

15 May 2024 RDP 2024-03
Chris Becker, Anny Francis, Calebe de Roure and Brendan Wilson
Money markets are therefore interconnected, even if there are some barriers to perfect and riskless arbitrage (Cheung and Printant 2019). ... The repo market might therefore have been part of arbitrage in money markets.
https://www.rba.gov.au/publications/rdp/2024/2024-03/full.html

Non-technical summary for ‘Demand in the Repo Market: Indirect Perspectives from Open Market Operations from 2006 to 2020’

15 May 2024 RDP 2024-03
Chris Becker, Anny Francis, Calebe de Roure and Brendan Wilson
However, there is a lack of readily available data on the repo market. ... As such, our framework to measure liquidity demand serves as a tool of market monitoring.
https://www.rba.gov.au/publications/rdp/2024/2024-03/non-technical-summary.html

Conclusion

15 May 2024 RDP 2024-03
Chris Becker, Anny Francis, Calebe de Roure and Brendan Wilson
RDP 2024-03: Demand in the Repo Market: Indirect Perspectives from Open Market Operations from 2006 to 2020 6. ... Repo rates then declined again as market conditions settled but their spread to unsecured rates remained positive.
https://www.rba.gov.au/publications/rdp/2024/2024-03/conclusion.html

Appendix C: Glossary of Technical Terms

15 May 2024 RDP 2024-03
Chris Becker, Anny Francis, Calebe de Roure and Brendan Wilson
RDP 2024-03: Demand in the Repo Market: Indirect Perspectives from Open Market Operations from 2006 to 2020 Appendix C: Glossary of Technical Terms. ... That is, repo market participants are indifferent between securities that are generally accepted to
https://www.rba.gov.au/publications/rdp/2024/2024-03/appendix-c.html

Appendix B: Estimation of Demand Elasticity

15 May 2024 RDP 2024-03
Chris Becker, Anny Francis, Calebe de Roure and Brendan Wilson
RDP 2024-03: Demand in the Repo Market: Indirect Perspectives from Open Market Operations from 2006 to 2020 Appendix B: Estimation of Demand Elasticity.
https://www.rba.gov.au/publications/rdp/2024/2024-03/appendix-b.html

Introduction

15 May 2024 RDP 2024-03
Chris Becker, Anny Francis, Calebe de Roure and Brendan Wilson
However, there are some caveats when drawing inferences about the broader repo market. ... Nonetheless, this framework contributes to our understanding of the repo market in three ways.
https://www.rba.gov.au/publications/rdp/2024/2024-03/introduction.html

Appendix A: Demand, Marginal Valuation and the Cumulative Bid Function

15 May 2024 RDP 2024-03
Chris Becker, Anny Francis, Calebe de Roure and Brendan Wilson
RDP 2024-03: Demand in the Repo Market: Indirect Perspectives from Open Market Operations from 2006 to 2020 Appendix A: Demand, Marginal Valuation and the Cumulative Bid Function.
https://www.rba.gov.au/publications/rdp/2024/2024-03/appendix-a.html