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 Yield and Market Function Effects of the Reserve Bank of Australia’s Bond Purchases
19 May 2022
RDP
PDF
1938KB
The Yield and Market Function Effects of the Reserve Bank of Australia’s. Bond Purchases. Richard Finlay, Dmitry Titkov and Michelle Xiang. Research Discussion Paper. R DP 2022- 02. Figures in this publication were generated using Mathematica.
https://www.rba.gov.au/publications/rdp/2022/pdf/rdp2022-02.pdf
Read me file for The Role of Collateral in Borrowing
17 Jan 2021
RDP
PDF
467KB
RDP 2021-01 supplementary information
https://www.rba.gov.au/publications/rdp/2021/2021-01/rdp-2021-01-read-me.pdf
The Yield and Market Function Effects of the Reserve Bank of Australia's Bond Purchases
24 May 2022
RDP
2022-02
Research Discussion Paper – RDP 2022-02 The Yield and Market Function Effects of the Reserve Bank of Australia's Bond Purchases. Richard Finlay, Dmitry Titkov and Michelle Xiang. May 2022. 1.89. MB. 1. Introduction. This paper focuses on three
https://www.rba.gov.au/publications/rdp/2022/2022-02/full.html
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Research Discussion Papers – 2024
1 Jan 2024
RDP
RDP 2024-03 Demand in the Repo Market: Indirect Perspectives from Open Market Operations from 2006 to 2020.
https://www.rba.gov.au/publications/rdp/2024/
Appendix A: Data
31 Dec 2003
RDP
2003-05
LIBOR: LDNIB3M. LIBOR: L1–L8. Germany/ECB. Repo rate: ECB. (h). FIBOR:. (g). ... Euroyen: ECJAP3M. –. Sweden. Repo rate: Sveriges Riksbank. StIBOR: SIBOR1M. StIBOR: SIBOR3M and STIB3M <index>.
https://www.rba.gov.au/publications/rdp/2003/2003-05/appendix-a.html
Trends in the Funding and Lending Behaviour of Australian Banks
2 Feb 2015
RDP
PDF
1090KB
reducing the rate at which debt rolls over (Figure 4).5 For wholesale debt issued with original maturities of less than a year, Australian banks make relatively little use of repo ... 40. 0. 10. 20. 30. 40. Long-term Short-term. % %. Note: Excludes net
https://www.rba.gov.au/publications/rdp/2013/pdf/rdp2013-15.pdf
Macrofinancial Stress Testing on Australian Banks
20 Sep 2022
RDP
2022-03
Research Discussion Paper – RDP 2022-03 Macrofinancial Stress Testing on Australian Banks. Nicholas Garvin, Samuel Kurian, Mike Major and David Norman. September 2022. 1.97. MB. 1. Introduction. The failure of systemically important banks can have
https://www.rba.gov.au/publications/rdp/2022/2022-03/full.html
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Read me file for Australian Money Market Divergence: Arbitrage Opportunity or Illusion?
12 Sep 2019
RDP
PDF
388KB
RDP 2019-09 supplementary information
https://www.rba.gov.au/publications/rdp/2019/2019-09/rdp-2019-09-read-me.pdf
Appendix B: Time Line of Chinese Financial Reforms
31 Dec 2014
RDP
2014-10
Bond repurchase (repo) facilities are introduced on a number of securities trading platforms. ... Interbank repo rates are deregulated. 1998. The ceiling for lending rates is set at 1.1 times benchmark rates.
https://www.rba.gov.au/publications/rdp/2014/2014-10/appendix-b.html
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The Provision of Systemic Liquidity Services by the Public Sector
27 Oct 2008
RDP
2008-06
At the same time, the RBA increased its holdings of bank-issued paper held under repo. ... exposure to a troubled institution, even by way of a well-secured repo.
https://www.rba.gov.au/publications/rdp/2008/2008-06/pro-systemic.html
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