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RBA Glossary definition for repo

repo – 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.

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Assessing Physical Climate Risk in Repo-eligible Residential Mortgage-backed Securities

18 Apr 2024 Bulletin – April 2024
Ronan McCarthy and Geordie Reid
This article assesses physical climate risk in Australian residential mortgage-backed securities (RMBS) using two risk metrics.
https://www.rba.gov.au/publications/bulletin/2024/apr/assessing-physical-climate-risk-in-repo-eligible-residential-mortgage-backed-securities.html

Corporate Bonds in the Reserve Bank's Collateral Framework

17 Jun 2021 Bulletin – June 2021
Jin Lim, Eva Liu, Nathan Walsh, Andrew Zanchetta and Duke Cole
In May 2020, the Reserve Bank broadened the range of corporate bonds accepted as collateral under repurchase agreements (repo) from AAA-rated to investment grade (BBB- or above).
https://www.rba.gov.au/publications/bulletin/2021/jun/corporate-bonds-in-the-reserve-banks-collateral-framework.html

Operations in Financial Markets

20 Aug 2009 RBA Annual Report – 2009
In its regular market operations, the Reserve Bank generally buys securities under repo. ... ensure that repo rates on CGS lent through the facility would remain positive.
https://www.rba.gov.au/publications/annual-reports/rba/2009/ops-fin-mkts.html

Measuring Government Bond Turnover in Australia Using Austraclear Data

21 Sep 2023 Bulletin – September 2023
Cameron Armour, Leon Berkelmans and Laurence Bristow
This article provides new estimates using Austraclear data for monthly turnover ratios for Australian Government Securities (AGS) and semi-government bonds (semis).
https://www.rba.gov.au/publications/bulletin/2023/sep/measuring-government-bond-turnover-in-australia-using-austraclear-data.html

2022

13 Jul 2022 Bulletin
Insights into the economy and financial system from teams throughout the Reserve Bank of Australia
https://www.rba.gov.au/publications/bulletin/2022/

March | 2022

17 Mar 2022 Bulletin
Insights into the economy and financial system from teams throughout the Reserve Bank of Australia
https://www.rba.gov.au/publications/bulletin/2022/mar/

Real-time Gross Settlement in Australia

10 Sep 2010 Bulletin – September 2010
Peter Gallagher, Jon Gauntlett and David Sunner
An intraday repo involves a bank selling eligible securities to the Reserve Bank in exchange for ESA funds and agreeing to reverse this transaction by the end of the day.
https://www.rba.gov.au/publications/bulletin/2010/sep/8.html

2024

18 Jan 2024 Bulletin
Insights into the economy and financial system from teams throughout the Reserve Bank of Australia
https://www.rba.gov.au/publications/bulletin/2024/

The Cash Market

15 Dec 2016 Bulletin – December 2016
Al Hing, Gerard Kelly and David Olivan
The cash market is the market for unsecured, overnight loans between banks. The weighted average of interest rates on these loans is the cash rate, the Reserve Bank's operational target for monetary policy and an important financial benchmark. Over
https://www.rba.gov.au/publications/bulletin/2016/dec/4.html

Operations in Financial Markets

17 Oct 2019 RBA Annual Report – 2019
35.6. 35. 32.7. 32. 33.5. 34. – Of which for. open repo. ... 103.7. 100. 98.8. 100. – Of which for open repo. 29.3.
https://www.rba.gov.au/publications/annual-reports/rba/2019/operations-in-financial-markets.html