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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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Bulletin – December 2010

9 Mar 2023 Bulletin
Bulletin December Quarter 2010. Download the complete. Bulletin. 2. MB. 190. KB. 270. KB. 454. KB. 264. KB. 416. KB. 158. KB. 620. KB. 193. KB. 122. KB. 151. KB. 183. KB. 254. KB. 166. KB. ISSN 0725–0320 (Print). ISSN 1837–7211 (Online). The
https://www.rba.gov.au/publications/bulletin/2010/dec/

Australian Money Market Divergence: Arbitrage Opportunity or Illusion?

1 Sep 2019 RDP 2019-09
Belinda Cheung and Sebastien Printant
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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Bulletin September Quarter 2023

15 Feb 2024 Bulletin - September 2023 PDF 8611KB
https://www.rba.gov.au/publications/bulletin/2023/sep/pdf/bulletin-2023-09.pdf

Australian Money Market Divergence: Arbitrage Opportunity or Illusion?

12 Sep 2019 RDP PDF 1464KB
economic incentive to arbitrage between the two markets. Similarly, borrowing in the repo market. ... converge to the difference between the cost of equity and the repo rate.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-09.pdf

Risk Management

12 Apr 2020 RBA Annual Report – 2020
security. The required margin is maintained throughout the term of the repo through daily two-way margining. ... Previously, these types of securities could be accepted as collateral under repo only if they were rated AAA.
https://www.rba.gov.au/publications/annual-reports/rba/2020/risk-management.html

2016

6 Oct 2022 Bulletin
Insights into the economy and financial system from teams throughout the Reserve Bank of Australia
https://www.rba.gov.au/publications/bulletin/2016/

The Economics of Shadow Banking

6 Jan 2014 Conferences PDF 316KB
RBA Conference Volume 2013
https://www.rba.gov.au/publications/confs/2013/pdf/singh.pdf

5.3 List of Graphs

13 Oct 2023 RBA Annual Report – 2023
List of Graphs | Reserve Bank of Australia Annual Report – 2023
https://www.rba.gov.au/publications/annual-reports/rba/2023/list-of-graphs.html

Bulletin

17 Apr 2024 Bulletin - April 2024 PDF 7253KB
https://www.rba.gov.au/publications/bulletin/2024/apr/pdf/bulletin-2024-04.pdf

Research Discussion Papers – 2018

13 Feb 2018 RDP
Geoff Weir. RDP 2018-09 Identifying Repo Market Microstructure from Securities Transactions Data.
https://www.rba.gov.au/publications/rdp/2018/