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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Box A: The Basel III Liquidity Reforms in Australia
10 Mar 2015
FSR
– March 2015
Through this facility, the Reserve Bank commits to provide pre-specified amounts of Australian dollar liquidity to banks subject to the full LCR, against a range of assets under repurchase agreement.
https://www.rba.gov.au/publications/fsr/2015/mar/box-a.html
Note 1 – Accounting Policies
21 Oct 2021
RBA Annual Report
– 2021
Reverse repurchase agreements are measured at amortised cost. Interest earned is accrued over the term of the agreement and recognised as revenue. ... Repurchase agreements. A repurchase agreement involves the sale of securities with an undertaking to
https://www.rba.gov.au/publications/annual-reports/rba/2021/financial-statements/note-1.html
The Australian High-Value Payments System
10 Mar 2004
FSR
– March 2004
In the next 75 minutes, banks estimate their liquidity needs and, if required, undertake intra-day repurchase agreements with the Reserve Bank. ... By 5.15 pm, those banks that are not involved in global cross-currency settlements finalise their
https://www.rba.gov.au/publications/fsr/2004/mar/aus-high-val-pay-sys.html
Operations in Financial Markets
24 Oct 2016
RBA Annual Report
– 2016
Separately, the Reserve Bank is able to affect the level of ES balances by buying or selling government securities on an outright basis, undertaking transactions in the repurchase agreement (repo) market ... The Bank sells these securities either for
https://www.rba.gov.au/publications/annual-reports/rba/2016/operations-in-financial-markets.html
Auditor-General for Australia Australian NationalAudit Office INDEPENDENT AUDITOR’S REPORTTo ...
9 Oct 2023
Annual Report
PDF
422KB
All investments are measured at fair value except for reverse repurchase agreements and deposits which are measured at amortised cost. ... checked whether all reverse repurchase agreements were collateralised in line with the Reserve Bank of Australia's
https://www.rba.gov.au/publications/annual-reports/rba/2023/pdf/independent-auditors-report.pdf
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
Reserve Bank of Australia Annual Report 2023
16 Oct 2023
RBA Annual Report
- 2023
PDF
812KB
https://www.rba.gov.au/publications/annual-reports/rba/2023/pdf/list-of-tables.pdf
Reserve Bank of Australia Annual Report 2017 - Financial Statements
12 Sep 2017
RBA Annual Report
2017
PDF
1967KB
https://www.rba.gov.au/publications/annual-reports/rba/2017/pdf/financial-statements.pdf
Risk Management
21 Oct 2021
RBA Annual Report
– 2021
Domestic securities held outright increased by $180 billion to $253 billion, while those held on a temporary basis under repurchase agreements (repos) increased by $83 billion to $221 billion. ... Repo transactions with the Bank are governed by a
https://www.rba.gov.au/publications/annual-reports/rba/2021/risk-management.html
Reserve Bank of Australia Annual Report 2019 - Financial Statements
14 Oct 2019
RBA Annual Report
2019
PDF
790KB
https://www.rba.gov.au/publications/annual-reports/rba/2019/pdf/financial-statements.pdf