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