Search: repo
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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Discussion On the Economics of Committed Liquidity Facilities | Conference – 2013
19 Aug 2013
Conferences
Another participant suggested that in practice banks would prefer to hold bonds rather than reserves to meet a HQLA requirement, because bonds could be used for other purposes, including repo.
https://www.rba.gov.au/publications/confs/2013/bech-keister-disc.html
Appendix D: Glossary and Data
1 Jun 2000
RDP
2000-05
Source:. Interest rates: Reserve Bank of Australia Bulletin, Table F.11. For the German repo rate prior to 1999: Datastream, FOOIRGRR.
https://www.rba.gov.au/publications/rdp/2000/2000-05/appendix-d.html
Discussion on Bank Funding and Financial Stability | Conference – 2013
19 Aug 2013
Conferences
Duffie and Skeel (2012) weigh the benefits against the costs of exceptions to automatic stays at bankruptcy for repo collateral. ... Currently, collateral from repo financing and OTC derivatives is usually exempt from such automatic stays.
https://www.rba.gov.au/publications/confs/2013/gai-haldane-kapadia-nelson-disc.html
A Snapshot of Inflation Targeting in its Adolescence | Conference – 2004
9 Aug 2004
Conferences
RBA Annual Conference – 2004 A Snapshot of Inflation Targeting in its Adolescence Kenneth N Kuttner. The paper first seeks to clarify the definition of inflation targeting (IT), comparing ‘practical’ versus ‘theoretical’ definitions of the
https://www.rba.gov.au/publications/confs/2004/kuttner.html
OTC Derivatives Reform: Netting and Networks | Conference – 2013
19 Aug 2013
Conferences
The clearing agent would either source HQLA from its own inventory or borrow them from another market participant in the repo market, for example.
https://www.rba.gov.au/publications/confs/2013/heath-kelly-manning.html
The Smoothing of Official Interest Rates | Conference – 1997
21 Jul 1997
Conferences
14-day repo. rate. 7/85–5/97. 1/92–5/97. 14. 14. 5. 5. 14. 20. ... c) Prior to February 1987 the 28-day repo rate (rather than the 14-day repo rate) is used for Germany.
https://www.rba.gov.au/publications/confs/1997/lowe-ellis.html
Financial Markets, Institutions and Liquidity | Conference – 2013
19 Aug 2013
Conferences
The authors look at secured repo and unsecured interbank lending markets, since both allow banks to cope with liquidity shocks, and they consider under what conditions segmented or integrated international interbank ... In a study conducted by Fecht,
https://www.rba.gov.au/publications/confs/2013/allen-carletti.html
Facts and Theories of Smoothing
1 Oct 2000
RDP
2000-07
UK: repo rate. Germany/Euro area: repo rate. Japan: call rate. Sweden: discount rate.
https://www.rba.gov.au/publications/rdp/2000/2000-07/facts-and-theories-of-smoothing.html
Setting Monetary Policy in East Asia: Goals, Developments and Institutions | Conference – 2001
24 Jul 2001
Conferences
RBA Annual Conference – 2001 Setting Monetary Policy in East Asia: Goals, Developments and Institutions Robert N McCauley. 1. Introduction. The Asian crisis represented a watershed in monetary policy-making in east Asia. Suddenly gone, in many
https://www.rba.gov.au/publications/confs/2001/mccauley.html
Securitisation and the Commercial Property Cycle | Conference – 2012
20 Aug 2012
Conferences
repo financing of the highly rated securities had created complex interconnected debt-funding chains (Gorton 2009).
https://www.rba.gov.au/publications/confs/2012/packer-riddiough.html