Search: RBA Repos
RBA Glossary definition for RBA Repos
RBA Repos – An intra-day repurchase agreement between an Exchange settlement account (ESA) holder and the Reserve Bank of Australia that is undertaken unilaterally by the ESA holder through the Austraclear System.
RBA Glossary definition for RBA
RBA – Reserve Bank of Australia. Australia's central bank, the body corporate successor to the Commonwealth Bank established in 1912; created under its new name by the Reserve Bank Act 1959.
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Domestic Market Operations and Liquidity Forecasting
10 Dec 2010
Bulletin
– December 2010
Together, exogenous liquidity flows and unwinding repos comprise the system cash position (Graph 3). ... Graph 4. In turn, the second leg of repos tends to withdraw liquidity.
https://www.rba.gov.au/publications/bulletin/2010/dec/5.html
Risk Management
17 Oct 2019
RBA Annual Report
– 2019
The Reserve Bank holds a portion of its foreign currency portfolio in short-term repos. ... This exposes the Bank to the small amount of residual credit risk that is inherent in repos, as noted above.
https://www.rba.gov.au/publications/annual-reports/rba/2019/risk-management.html
Operations in Financial Markets
17 Oct 2019
RBA Annual Report
– 2019
Debt instruments issued by quasi-sovereign entities can also be accepted as collateral under reverse repos. ... February 2017. 10. (a) All swap agreements have 3-year terms. Source: RBA.
https://www.rba.gov.au/publications/annual-reports/rba/2019/operations-in-financial-markets.html
Australian Capital Flows
15 Jun 2017
Bulletin
– June 2017
Capital inflows have underpinned the expansion of Australia's productive capacity for the past 200 years or more. Recently, there have been three noteworthy changes in the composition of these flows. First, most inflows to the mining sector are now
https://www.rba.gov.au/publications/bulletin/2017/jun/3.html
Risk Management
20 Sep 2018
RBA Annual Report
– 2018
The Reserve Bank holds a portion of its foreign currency portfolio in short-term repos. ... This exposes the Bank to the small amount of residual credit risk that is inherent in repos, as noted above.
https://www.rba.gov.au/publications/annual-reports/rba/2018/risk-management.html
Shadow Banking – International and Domestic Developments
19 Mar 2015
Bulletin
– March 2015
One of the lessons from the global financial crisis is that systemic risk to the financial system can arise from outside the regular banking system, in so-called ‘shadow banking’. This article reviews post-crisis international and domestic
https://www.rba.gov.au/publications/bulletin/2015/mar/8.html
The Economics of Shadow Banking | Conference – 2013
19 Aug 2013
Conferences
short-term securities financing transactions in our financial system, including repos, reverse repos, securities borrowing, and lending transactions’ (Tarullo 2012, 2013). ... 6.4 Qualified financial contracts. Qualified financial contracts (QFCs) take
https://www.rba.gov.au/publications/confs/2013/singh.html
Abstract for The Repo Market in Australia
10 Dec 2010
Bulletin
– December 2010
Repurchase agreements (repos) are a financing instrument widely used by holders of debt securities and play an important role in assisting the smooth functioning of debt markets. ... This article outlines the structure of the Australian repo market and
https://www.rba.gov.au/publications/bulletin/2010/dec/bu-1210-4a.html
Australian Money Market Divergence: Arbitrage Opportunity or Illusion?
1 Sep 2019
RDP
2019-09
Spread to overnight indexed swaps, one-year rolling averages. Sources: Authors' calculations; Bloomberg; RBA. ... RBA. Japanese yen swap. Implied return rate from. hedged 3-month swap of.
https://www.rba.gov.au/publications/rdp/2019/2019-09/full.html
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Risk Management
24 Oct 2016
RBA Annual Report
– 2016
Most of these assets are held on a temporary basis under repurchase agreements (repos). ... The Reserve Bank also holds a portion of its foreign currency portfolio in short-term repos.
https://www.rba.gov.au/publications/annual-reports/rba/2016/risk-management.html