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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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Changes to Statistical Tables
10 May 2024
Statistics
From 22 July 2021, US Dollar Repo Operations will include the Auction Announcement Date in column A.
https://www.rba.gov.au/statistics/tables/changes-to-tables.html
The Economics of Shadow Banking | Conference – 2013
19 Aug 2013
Conferences
It is agreed upon by the two parties at the ‘start of repo’. ... Thus repo rates will remain an important gauge of market conditions when central banks unwind.
https://www.rba.gov.au/publications/confs/2013/singh.html
Australian Money Market Divergence: Arbitrage Opportunity or Illusion?
1 Sep 2019
RDP
2019-09
Borrowing under repo to lend into the repo market is a zero-sum game. ... Alternatively, Bank A can collateralise its investment by lending to Bank B under repo.
https://www.rba.gov.au/publications/rdp/2019/2019-09/full.html
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China's Evolving Monetary Policy Framework in International Context
1 Dec 2019
RDP
2019-11
Exchange rate. Inflation. Operational target(s). Monetary base. 7-day interbank repo rate. ... Overnight cash rate target. Reserves/asset purchases. Primary instrument(s). PBC repo rate in corridor system.
https://www.rba.gov.au/publications/rdp/2019/2019-11/full.html
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Discussion on The Economics of Shadow Banking | Conference – 2013
19 Aug 2013
Conferences
The paper draws out the significant role played by central banks in the collateral market by focusing on the example of the United States, where collateralised lending through repo markets is ... For instance, is tri-party repo less desirable than
https://www.rba.gov.au/publications/confs/2013/singh-disc.html
Introduction
13 Dec 2022
RDP
2022-07
of around 25 basis points; an increase in the amount and term of repo operations; and the TFF.
https://www.rba.gov.au/publications/rdp/2022/2022-07/introduction.html
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Research Discussion Papers – 2024
1 Jan 2024
RDP
RDP 2024-03 Demand in the Repo Market: Indirect Perspectives from Open Market Operations from 2006 to 2020.
https://www.rba.gov.au/publications/rdp/2024/
Appendix A: Data
31 Dec 2003
RDP
2003-05
LIBOR: LDNIB3M. LIBOR: L1–L8. Germany/ECB. Repo rate: ECB. (h). FIBOR:. (g). ... Euroyen: ECJAP3M. –. Sweden. Repo rate: Sveriges Riksbank. StIBOR: SIBOR1M. StIBOR: SIBOR3M and STIB3M <index>.
https://www.rba.gov.au/publications/rdp/2003/2003-05/appendix-a.html
Recent Developments in Federal Reserve System Liquidity and Reserve Operations | Conference – 2008
14 Jul 2008
Conferences
These institutions are active dealers in the government securities market, and they routinely finance large inventories of government securities through repo agreements in the market each day. ... The single-tranche term repos involved a very minor
https://www.rba.gov.au/publications/confs/2008/hilton.html
The Unfolding Turmoil of 2007–2008: Lessons and Responses | Conference – 2008
20 Aug 2007
Conferences
Since bond dealers finance themselves in the repo markets, they abruptly withdrew from making markets in the broader fixed-income markets. ... as collateral, to guard against the runs we have recently seen on most other forms of repo collateral.
https://www.rba.gov.au/publications/confs/2008/cohen-remolona.html