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.
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Operations in Financial Markets
17 Oct 2019
RBA Annual Report
– 2019
Debt instruments issued by quasi-sovereign entities can also be accepted as collateral under reverse repos. ... February 2017. 10. (a) All swap agreements have 3-year terms. Source: RBA.
https://www.rba.gov.au/publications/annual-reports/rba/2019/operations-in-financial-markets.html
Risk Management
17 Oct 2019
RBA Annual Report
– 2019
The Reserve Bank holds a portion of its foreign currency portfolio in short-term repos. ... This exposes the Bank to the small amount of residual credit risk that is inherent in repos, as noted above.
https://www.rba.gov.au/publications/annual-reports/rba/2019/risk-management.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
Risk Management
20 Sep 2018
RBA Annual Report
– 2018
The Reserve Bank holds a portion of its foreign currency portfolio in short-term repos. ... This exposes the Bank to the small amount of residual credit risk that is inherent in repos, as noted above.
https://www.rba.gov.au/publications/annual-reports/rba/2018/risk-management.html
Risk Management
24 Oct 2016
RBA Annual Report
– 2016
Most of these assets are held on a temporary basis under repurchase agreements (repos). ... The Reserve Bank also holds a portion of its foreign currency portfolio in short-term repos.
https://www.rba.gov.au/publications/annual-reports/rba/2016/risk-management.html
Risk Management
25 Sep 2017
RBA Annual Report
– 2017
The Reserve Bank also holds a portion of its foreign currency portfolio in short-term repos. ... This exposes the Bank to the small amount of residual credit risk that is inherent in repos, as noted above.
https://www.rba.gov.au/publications/annual-reports/rba/2017/risk-management.html
Operations in Financial Markets
12 Sep 2014
RBA Annual Report
– 2014
LCR ADIs will be able to contract these repos using eligible securities (including self-securitisations). ... Most of the Reserve Bank's transactions in the domestic market are contracted as repos.
https://www.rba.gov.au/publications/annual-reports/rba/2014/ops-fin-mkts.html
Oversight of High-value Payment Systems
12 Sep 2014
PSB Annual Report
– 2014
The Bank provides this additional liquidity through repurchase agreements with no specified maturity (open repos). ... DE payments, see Fraser S and A Gatty (2014), ‘The Introduction of Same-day Settlement of Direct Entry Obligations in Australia’,
https://www.rba.gov.au/publications/annual-reports/psb/2014/oversight-high-value.html
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
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