Search: repo
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
16 Oct 2015
RBA Annual Report
– 2015
These deposits have short maturities that broadly match the Bank's domestic assets held under repo. ... The Bank is exposed to a small amount of counterparty credit risk as a large portion of its domestic assets are held under repo.
https://www.rba.gov.au/publications/annual-reports/rba/2015/risk-management.html
Developments in the Financial System Architecture
24 Mar 2015
FSR
March 2015
PDF
79KB
https://www.rba.gov.au/publications/fsr/2015/mar/pdf/dev-fin-sys-arch.pdf
List of Graphs
9 Aug 2023
RBA Annual Report
– 2022
List of Graphs | Reserve Bank of Australia Annual Report – 2022
https://www.rba.gov.au/publications/annual-reports/rba/2022/list-of-graphs.html
Developments in the Financial System Architecture
10 Mar 2015
FSR
– March 2015
might affect the functioning of the Australian repo market and the management of risk. ... Footnote. A haircut is a percentage discount deducted from the market value of the security that is being offered as collateral in a repo or similar SFT.
https://www.rba.gov.au/publications/fsr/2015/mar/dev-fin-sys-arch.html
Financial Stability Review
15 Nov 2023
FSR
- October 2023
PDF
4631KB
https://www.rba.gov.au/publications/fsr/2023/oct/pdf/financial-stability-review-2023-10.pdf
Reserve Bank of Australia Annual Report 2020 - Risk Management
14 Oct 2020
Annual Report
PDF
657KB
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/pdf/risk-management.pdf
The Australian Financial System
26 Mar 2014
FSR
March 2014
PDF
724KB
https://www.rba.gov.au/publications/fsr/2014/mar/pdf/aus-fin-sys.pdf
Risk Management
12 Sep 2014
RBA Annual Report
– 2014
The average term of the Bank's domestic repo book at the end of June was around three weeks, slightly lower than a year earlier. ... These deposits have short maturities that broadly match the Bank's domestic assets held under repo.
https://www.rba.gov.au/publications/annual-reports/rba/2014/risk-mgmt.html
Reserve Bank of Australia Annual Report 2021 - List of Graphs
18 Oct 2021
RBA Annual Report
2021
PDF
16KB
https://www.rba.gov.au/publications/annual-reports/rba/2021/pdf/list-of-graphs.pdf
Operations in Financial Markets
9 Aug 2023
RBA Annual Report
- 2022
PDF
764KB
https://www.rba.gov.au/publications/annual-reports/rba/2022/pdf/operations-in-financial-markets.pdf