Search: repurchase agreement
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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Non-technical summary for 'Demand in the Repo Market: Indirect Perspectives from Open Market Operations from 2006 to 2020'
9 May 2024
RDP
PDF
132KB
RDP 2024-03 non-technical summary
https://www.rba.gov.au/publications/rdp/2024/2024-03/rdp-2024-03-non-technical-summary.pdf
OPEN MARKET OPERATIONS IN AUSTRALIA: A U.S. PERSPECTIVE Michael ...
17 Oct 2014
RDP
PDF
817KB
actively uses open market operations. These Operations consist of outright. purchases and sales and repurchases and reverse repurchase agreements and are. ... purchase securities from non-banks (or banks) either outright or under. repurchase agreements.
https://www.rba.gov.au/publications/rdp/1987/pdf/rdp8702.pdf
Box C: Reserve Bank Open Market Operations
9 Nov 2007
SMP
- November 2007
PDF
41KB
https://www.rba.gov.au/publications/smp/2007/nov/pdf/box-c.pdf
Reserve Bank of Australia Annual Report 2021 - Financial Statements
29 Sep 2022
RBA Annual Report
2021
PDF
480KB
https://www.rba.gov.au/publications/annual-reports/rba/2021/pdf/financial-statements.pdf
5.4 Focus Topic: Interest Rate Risk
6 Oct 2023
FSR
– October 2023
5.4 Focus Topic: Interest Rate Risk | Financial Stability Review – October 2023
https://www.rba.gov.au/publications/fsr/2023/oct/focus-topic-interest-rate-risk.html
Reserve Bank of Australia Annual Report 2023
1 May 2024
RBA Annual Report
- 2023
PDF
304KB
https://www.rba.gov.au/publications/annual-reports/rba/2023/pdf/risk-management.pdf
Identifying Repo Market Microstructure from Securities Transactions Data
13 Aug 2018
RDP
PDF
2622KB
monitoring firm-level and systemic risk in these markets. (p 132)3. 1 ‘Repo’ is short for ‘repurchase agreement’. ... A repo is similar to a securities sale paired with a subsequent repurchase.
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-09.pdf
Appendix A: Data Summary
13 Sep 2019
RDP
2019-09
RBA statistical table F5 ‘Lending Rates’. Repurchase agreement. Repo rate (1 month bucket) from open market operations.
https://www.rba.gov.au/publications/rdp/2019/2019-09/appendix-a.html
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Box A: The RBA's Foreign Exchange Swaps
10 Feb 2008
SMP
– February 2008
Foreign exchange swaps are transactions which involve the purchase of one currency against another at an initial date and an agreement to reverse that transaction at a future date and at ... As such, the swap is similar to a repurchase agreement in
https://www.rba.gov.au/publications/smp/2008/feb/box-a.html
Reserve Bank of Australia Annual Report 2021
29 Sep 2022
RBA Annual Report
2021
PDF
6721KB
https://www.rba.gov.au/publications/annual-reports/rba/2021/pdf/2021-report.pdf