Search: RBA Repos
RBA Glossary definition for RBA Repos
RBA Repos – An intra-day repurchase agreement between an Exchange settlement account (ESA) holder and the Reserve Bank of Australia that is undertaken unilaterally by the ESA holder through the Austraclear System.
RBA Glossary definition for RBA
RBA – Reserve Bank of Australia. Australia's central bank, the body corporate successor to the Commonwealth Bank established in 1912; created under its new name by the Reserve Bank Act 1959.
Search Results
Regulatory Developments in Financial Market Infrastructures
9 Oct 2015
PSB Annual Report
– 2015
In response to this recommendation, the Bank issued a consultation paper seeking feedback on the costs and benefits of central clearing of repos in Australia. ... The majority of AFMA's membership were supportive of central clearing of repos.
https://www.rba.gov.au/publications/annual-reports/psb/2015/regulatory-developments-in-financial-market-infrastructures.html
Australian Money Market Divergence: Arbitrage Opportunity or Illusion?
1 Sep 2019
RDP
2019-09
Spread to overnight indexed swaps, one-year rolling averages. Sources: Authors' calculations; Bloomberg; RBA. ... RBA. Japanese yen swap. Implied return rate from. hedged 3-month swap of.
https://www.rba.gov.au/publications/rdp/2019/2019-09/full.html
See 13 more results from "RDP 2019-09"
Demand in the Repo Market: Indirect Perspectives from Open Market Operations from 2006 to 2020
9 May 2024
RDP
PDF
4625KB
Australia. Any errors are our own. Author: derourec at domain rba.gov.au. ... using data from its own open market operations that are conducted using repos.
https://www.rba.gov.au/publications/rdp/2024/pdf/rdp2024-03.pdf
Risk Management
16 Oct 2015
RBA Annual Report
– 2015
The Reserve Bank also holds a portion of its foreign currency portfolio in short-term repos. ... Credit exposure on foreign repos is further managed by imposing limits on individual counterparty exposures.
https://www.rba.gov.au/publications/annual-reports/rba/2015/risk-management.html
Operations in Financial Markets
4 Sep 2008
RBA Annual Report
– 2008
in repos with the Reserve Bank at a rate which, though higher than the rate on general collateral, was still cost effective. ... These securities are lent to market participants via repos, with an offsetting reverse repo contracted with the same
https://www.rba.gov.au/publications/annual-reports/rba/2008/balance-sheet.html
Australian Money Market Divergence: Arbitrage Opportunity or Illusion?
12 Sep 2019
RDP
PDF
1464KB
Decomposition by weighted cost of debt and equity. Sources: APRA; Authors’ calculations; Bloomberg; RBA. ... RBA. Japanese yen swap Implied return rate from. hedged 3-month swap of.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-09.pdf
Risk Management
12 Sep 2014
RBA Annual Report
– 2014
Part of the increase was reflected in holdings of securities held under reverse repurchase agreements (repos) following the commencement of RBA repos on an ‘open’ basis in November 2013. ... The Bank also holds a portion of its foreign portfolio
https://www.rba.gov.au/publications/annual-reports/rba/2014/risk-mgmt.html
The Economics of Shadow Banking | Conference – 2013
19 Aug 2013
Conferences
short-term securities financing transactions in our financial system, including repos, reverse repos, securities borrowing, and lending transactions’ (Tarullo 2012, 2013). ... 6.4 Qualified financial contracts. Qualified financial contracts (QFCs) take
https://www.rba.gov.au/publications/confs/2013/singh.html
Risk Management
9 Aug 2023
RBA Annual Report
- 2022
PDF
545KB
https://www.rba.gov.au/publications/annual-reports/rba/2022/pdf/risk-management.pdf
Regulatory Developments in Financial Market Infrastructures
24 Oct 2016
PSB Annual Report
– 2016
In October 2015, the Bank published its conclusions from a consultation on the costs and benefits of CCP clearing of repos in Australia.
https://www.rba.gov.au/publications/annual-reports/psb/2016/regulatory-developments-in-financial-market-infrastructures.html