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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.
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Domestic Financial Conditions
8 Nov 2019
SMP
– November 2019
Spreads of interest rates to OIS in the markets for repurchase agreements (repo) and 3-month foreign exchange (FX) swaps also declined since early 2019 and were broadly unchanged over recent
https://www.rba.gov.au/publications/smp/2019/nov/domestic-financial-conditions.html
Domestic Financial Conditions
10 Aug 2018
SMP
– August 2018
Graph 3.2. In recent quarters, interest rates in bank bill, repurchase agreement (repo) and foreign exchange (FX) swap markets have risen noticeably towards the end of the quarter, before easing
https://www.rba.gov.au/publications/smp/2018/aug/domestic-financial-conditions.html
Discussion on Inflation, Indicators and Monetary Policy | Conference – 1992
10 Jul 1992
Conferences
As shown in Figure 2, during the period from when the yen appreciated strongly, after the Plaza Agreement in 1985, to when world stock prices sharply declined, after “Black Monday” in ... Broadly defined liquidity = M3 CDs Bonds with repurchase
https://www.rba.gov.au/publications/confs/1992/blundell-wignall-lowe-tarditi-disc.html
International Financial Conditions
7 Aug 2020
SMP
– August 2020
The Fed modified the timing of its overnight repurchase (repo) operations to occur after the peak period of daily repo market transactions and increased the minimum interest rate, signalling that it ... Graph 2.6. Graph 2.7. The narrowing of spreads in
https://www.rba.gov.au/publications/smp/2020/aug/international-financial-conditions.html
Domestic Financial Conditions
6 Feb 2020
SMP
– February 2020
In December, the spread between interest rates in the markets for repurchase agreements (repo) and overnight indexed swaps (OIS) increased temporarily to around 50 basis points, as demand for repo funding
https://www.rba.gov.au/publications/smp/2020/feb/domestic-financial-conditions.html
Box B: Recent Developments in Foreign Exchange Markets
8 May 2020
SMP
– May 2020
US dollars are made available to Australian market participants through a weekly auction conducted by the Reserve Bank in the form of US dollar repurchase agreements (repos), which are provided against
https://www.rba.gov.au/publications/smp/2020/may/box-b-recent-developments-in-foreign-exchange-markets.html
Domestic Financial Markets and Conditions
10 Feb 2008
SMP
– February 2008
bulk of repurchase agreements extended over year-end.
https://www.rba.gov.au/publications/smp/2008/feb/dom-fin-mkts.html
The Australian Financial System in the 2000s: Dodging the Bullet | Conference – 2011
24 Jul 2000
Conferences
RBA Annual Conference – 2011 The Australian Financial System in the 2000s: Dodging the Bullet Kevin Davis. The global financial crisis (GFC) occupied only a quarter of the decade of the 2000s but, because of its severity and implications for
https://www.rba.gov.au/publications/confs/2011/davis.html
The Role of Institutional Investors in the Evolution of Financial Structure and Behaviour | Conference – 1996
9 Jul 1996
Conferences
These markets have been a crucible for many of the financial innovations of recent years, notably CDs, CP, deposit notes, swaps and repurchase agreements (Stigum 1990).
https://www.rba.gov.au/publications/confs/1996/davis.html
Domestic Financial Markets
10 Aug 2017
SMP
– August 2017
Short-term interest rates in the repurchase agreement (repo) market have also declined over recent months, although they remain high relative to OIS rates.
https://www.rba.gov.au/publications/smp/2017/aug/domestic-financial-markets.html