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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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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

Assessing Physical Climate Risk in Repo-eligible Residential Mortgage-backed Securities

18 Apr 2024 Bulletin – April 2024
Ronan McCarthy and Geordie Reid
This article assesses physical climate risk in Australian residential mortgage-backed securities (RMBS) using two risk metrics.
https://www.rba.gov.au/publications/bulletin/2024/apr/assessing-physical-climate-risk-in-repo-eligible-residential-mortgage-backed-securities.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/

Operations in Financial Markets

28 Jul 2004 RBA Annual Report – 2004
Use of the RBA's facility increased significantly in 2003/04 as liquidity deteriorated in the repo market. ... Footnotes. When the RBA needs to reduce aggregate ESA balances, it typically sells securities under repo to the private sector.
https://www.rba.gov.au/publications/annual-reports/rba/2004/oper-fin-mkts.html

Operations in Financial Markets

21 Oct 2021 RBA Annual Report – 2021
The Bank also settles repo transactions contracted in its OMO within ASX Collateral, a collateral management service. ... 155.2. 100. 286.3. 100. – of which for open repo. 34.2.
https://www.rba.gov.au/publications/annual-reports/rba/2021/operations-in-financial-markets.html

Bulletin

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

Operations in Financial Markets

20 Aug 2009 RBA Annual Report – 2009
In its regular market operations, the Reserve Bank generally buys securities under repo. ... ensure that repo rates on CGS lent through the facility would remain positive.
https://www.rba.gov.au/publications/annual-reports/rba/2009/ops-fin-mkts.html

Corporate Bonds in the Reserve Bank's Collateral Framework

17 Jun 2021 Bulletin – June 2021
Jin Lim, Eva Liu, Nathan Walsh, Andrew Zanchetta and Duke Cole
In May 2020, the Reserve Bank broadened the range of corporate bonds accepted as collateral under repurchase agreements (repo) from AAA-rated to investment grade (BBB- or above).
https://www.rba.gov.au/publications/bulletin/2021/jun/corporate-bonds-in-the-reserve-banks-collateral-framework.html

Operations in Financial Markets

12 Apr 2020 RBA Annual Report – 2020
Outright bond holdings. 9. 73. Term Funding Facility. 0. 14. Reverse repo & other. ... 98.8. 100. 155.2. 100. – Of which for open repo. 35.7.
https://www.rba.gov.au/publications/annual-reports/rba/2020/operations-in-financial-markets.html

2023

14 Dec 2022 Bulletin
Insights into the economy and financial system from teams throughout the Reserve Bank of Australia
https://www.rba.gov.au/publications/bulletin/2023/