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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 Markets
15 Feb 2017
SMP
– February 2017
Short-term interest rates in the repurchase agreement (repo) market have risen relative to OIS rates, though these spreads have retreated from their highs recently.
https://www.rba.gov.au/publications/smp/2017/feb/domestic-financial-markets.html
Developments in the Financial System Architecture
21 Apr 2017
FSR
– April 2017
While the goal of completing the Basel reforms by the end of 2016 was not reached, discussions are ongoing to try to finalise an agreement soon. ... banking entities (such as money market funds (MMFs) and finance companies) and shadow banking activities
https://www.rba.gov.au/publications/fsr/2017/apr/dev-fin-sys-arch.html
Developments in the Financial System Architecture
10 Mar 2014
FSR
– March 2014
In December, European authorities reached an initial agreement on a new resolution regime for banks in Europe. ... The FSB is progressing work in the area of securities financing transactions (SFTs), such as repurchase agreements.
https://www.rba.gov.au/publications/fsr/2014/mar/dev-fin-sys-arch.html
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
The Global Financial Environment
10 Mar 2010
FSR
– March 2010
reverse repurchase agreements and offer term deposits.
https://www.rba.gov.au/publications/fsr/2010/mar/global-fin-env.html
The Australian Financial System
10 Sep 2013
FSR
– September 2013
by entering into intraday repurchase agreements with the Reserve Bank.
https://www.rba.gov.au/publications/fsr/2013/sep/aus-fin-sys.html
The Global Financial Environment
10 Sep 2007
FSR
– September 2007
Although repurchase agreements are often overcollateralised, the fall in the value of the securities produced a gap between the value of the collateral and the debt owed by the funds to
https://www.rba.gov.au/publications/fsr/2007/sep/global-fin-env.html
Developments in the Financial System Infrastructure
10 Mar 2008
FSR
– March 2008
It is also prepared to deal with a wide range of counterparties and in a wide range of assets, and undertakes repurchase agreements with relatively long maturities on a regular basis. ... Other features of the draft Bill include:. a requirement that the
https://www.rba.gov.au/publications/fsr/2008/mar/dev-sys-infra.html
Financial Intermediaries
10 Mar 2006
FSR
– March 2006
The proportion of these assets that can be used in repurchase agreements with the Reserve Bank has also been broadly stable since the eligibility criteria were expanded in March 2004 (Financial
https://www.rba.gov.au/publications/fsr/2006/mar/fin-intermed.html