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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Promoting Liquidity: Why and How?
2 Dec 2009
RDP
PDF
484KB
Authors: kearnsj or lowep at domain rba.gov.au. Economic Publications: ecpubs@rba.gov.au. i. ... Sources: Bloomberg; RBA. l l l0.2. 0.3. 0.4. 0.5. 0.2. 0.3.
https://www.rba.gov.au/publications/rdp/2008/pdf/rdp2008-06.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
Australian Money Market Divergence: Arbitrage Opportunity or Illusion?
1 Sep 2019
RDP
2019-09
Spread to overnight indexed swaps, one-year rolling averages. Sources: Authors' calculations; Bloomberg; RBA. ... RBA. Japanese yen swap. Implied return rate from. hedged 3-month swap of.
https://www.rba.gov.au/publications/rdp/2019/2019-09/full.html
See 13 more results from "RDP 2019-09"
Demand in the Repo Market: Indirect Perspectives from Open Market Operations from 2006 to 2020
9 May 2024
RDP
PDF
4625KB
Australia. Any errors are our own. Author: derourec at domain rba.gov.au. ... using data from its own open market operations that are conducted using repos.
https://www.rba.gov.au/publications/rdp/2024/pdf/rdp2024-03.pdf
Box E: Normalisation of Domestic Market Dealing Operations
5 Nov 2009
SMP
PDF
137KB
Reserve Bank of Australia
https://www.rba.gov.au/publications/smp/2009/nov/pdf/box-e.pdf
List of tables
10 Nov 2008
SMP
– November 2008
26. 0. Japan. 37. 33. 30. TWI. 23. 21. 6. Sources: RBA; Thomson Reuters. ... Sources: ABS; RBA. Table 13: Median Inflation Expectations. Per cent. Year to June 2009.
https://www.rba.gov.au/publications/smp/2008/nov/tables.html
Australian Money Market Divergence: Arbitrage Opportunity or Illusion?
12 Sep 2019
RDP
PDF
1464KB
Decomposition by weighted cost of debt and equity. Sources: APRA; Authors’ calculations; Bloomberg; RBA. ... RBA. Japanese yen swap Implied return rate from. hedged 3-month swap of.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-09.pdf
Box E: Normalisation of Domestic Market Dealing Operations
10 Nov 2009
SMP
– November 2009
increased the average maturity of the repos contracted with counterparties and shifted the composition of the securities it held on repo from government-related securities towards private securities such as bank ... Although the swap agreement with the
https://www.rba.gov.au/publications/smp/2009/nov/box-e.html
The Impact of Payment System Design on Tiering Incentives
28 Jan 2015
RDP
PDF
862KB
In RITS, intraday liquidity is provided through interest-free repurchase agreements (‘repos’) with the Reserve Bank of Australia (RBA), but participants incur an opportunity cost as collateral posted to access this ... The range of collateral
https://www.rba.gov.au/publications/rdp/2012/pdf/rdp2012-06.pdf
Domestic Financial Conditions
5 Nov 2021
SMP
– November 2021
3.40. 82. (a) Weighted average across fixed- and variable-rate loans. Sources: APRA; RBA. ... See Black S, B Chapman and C Windsor (2017), ‘Australian Capital Flows’, RBA.
https://www.rba.gov.au/publications/smp/2021/nov/domestic-financial-conditions.html