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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The Australian Economy and Financial Markets
2 May 2024
Chart Pack
PDF
5792KB
The Australian Economy and Financial Markets - May 2024
https://www.rba.gov.au/chart-pack/pdf/chart-pack.pdf
Emergency Liquidity Injections
10 Oct 2019
RDP
2019-10
This paper compares the effectiveness of different forms of emergency liquidity injections, including secured lending (repo), unsecured lending and securities purchases. ... ex post. outcomes. The model demonstrates that lending to banks via repo can
https://www.rba.gov.au/publications/rdp/2019/2019-10.html
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The Role of Collateral in Borrowing
14 Jan 2021
RDP
PDF
1784KB
high-quality collateral substitute from unsecured to repo borrowing. In the unsecured market,. ... over-the-counter (OTC) unsecured markets alongside centrally cleared repo markets, and without.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-01.pdf
China's Evolving Monetary Policy Framework in International Context
1 Dec 2019
RDP
2019-11
Exchange rate. Inflation. Operational target(s). Monetary base. 7-day interbank repo rate. ... Overnight cash rate target. Reserves/asset purchases. Primary instrument(s). PBC repo rate in corridor system.
https://www.rba.gov.au/publications/rdp/2019/2019-11/full.html
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China’s Evolving Monetary Policy Framework in International Context
4 Dec 2019
RDP
PDF
1923KB
Inflation. Operational target(s) Monetary base. 7-day interbank repo rate. Overnight cash rate target. ... Reserves/asset purchases. Primary instrument(s) PBC repo rate in corridor system. Open market operations.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-11.pdf
Australian Money Market Divergence: Arbitrage Opportunity or Illusion?
12 Sep 2019
RDP
PDF
1464KB
economic incentive to arbitrage between the two markets. Similarly, borrowing in the repo market. ... converge to the difference between the cost of equity and the repo rate.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-09.pdf
Australian Money Market Divergence: Arbitrage Opportunity or Illusion?
1 Sep 2019
RDP
2019-09
Borrowing under repo to lend into the repo market is a zero-sum game. ... Alternatively, Bank A can collateralise its investment by lending to Bank B under repo.
https://www.rba.gov.au/publications/rdp/2019/2019-09/full.html
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List of tables
10 Sep 2008
FSR
– September 2008
14 Sept 08. – Primary Dealer Credit Facility collateral broadened to closely match the types pledged in the tri-party repo systems of the two major clearing banks. –
https://www.rba.gov.au/publications/fsr/2008/sep/tables.html
Research Discussion Papers – 2018
13 Feb 2018
RDP
Geoff Weir. RDP 2018-09 Identifying Repo Market Microstructure from Securities Transactions Data.
https://www.rba.gov.au/publications/rdp/2018/
The Global and Macro-financial Environment
6 Oct 2023
FSR
– October 2023
The Global and Macro-financial Environment | Financial Stability Review – October 2023
https://www.rba.gov.au/publications/fsr/2023/oct/global-financial-environment.html