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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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Estimates of Uncertainty around the RBA's Forecasts
28 Jan 2015
RDP
PDF
689KB
Research Discussion Paper. Estimates of Uncertainty around the RBA’s Forecasts. Peter Tulip and Stephanie Wallace. RDP 2012-07. The Discussion Paper series is intended to make the results of the current economic research within the Reserve Bank
https://www.rba.gov.au/publications/rdp/2012/pdf/rdp2012-07.pdf
Research Discussion Papers 2021–2024
23 Dec 2021
RDP
Research Discussion Papers 2021–2024. 2024. 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/2021-2030.html
What Do Financial Market Data Tell Us About Monetary Policy Transparency?
2 Dec 2009
RDP
PDF
516KB
UK Base rates: Bank of England LIBOR: LDNIB1M LIBOR: LDNIB3M LIBOR: L1–L8 Germany/ECB Repo rate: ECB(h). ... EurIBOR: ER1–ER8. Japan Target call rate: Bank of Japan Euroyen: ECJAP1M Euroyen: ECJAP3M – Sweden Repo rate: Sveriges Riksbank StIBOR:
https://www.rba.gov.au/publications/rdp/2003/pdf/rdp2003-05.pdf
The Benefits and Costs of Tiering
31 Dec 2012
RDP
2012-06
Footnotes. A repo is an agreement between two parties under which one party sells a security to the other, with a commitment to buy back the security at a specified time ... In the case of an interest-free intraday repo, the two transactions occur on the
https://www.rba.gov.au/publications/rdp/2012/2012-06/benefits-costs-tiering.html
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Appendix D: Glossary and Data
31 Dec 2005
RDP
2005-11
Prior to January 1999 the German repo rate is used as a proxy for the euro area. ... 13; for the German repo rate prior to January 1999, Datastream, BDI60B.; for core inflation, Datastream, BDUSFB76E, JPCPXFFDF, USCPXFDEF.
https://www.rba.gov.au/publications/rdp/2005/2005-11/appendix-d.html
A History of Australian Corporate Bonds
29 Jan 2015
RDP
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606KB
1 6 Notes: (a) Largely life insurance offices, superannuation funds, public unit trusts and cash management trusts (b) Bonds held under repurchase agreement (repo) by the RBA for open market operations,
https://www.rba.gov.au/publications/rdp/2012/pdf/rdp2012-09.pdf
A Density-based Estimator of Core/Periphery Network Structures: Analysing the Australian Interbank Market
5 Feb 2018
RDP
PDF
1627KB
A Density-based Estimator of Core/Periphery Network Structures:. Analysing the Australian Interbank Market. Anthony Brassil and Gabriela Nodari. Research Discussion Paper. R D P 2018- 01. Figures in this publication were generated using Mathematica.
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-01.pdf
Financial Reform in Australia and China
4 Feb 2015
RDP
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1153KB
Research Discussion Paper. Financial Reform in Australia and China. Alexander Ballantyne, Jonathan Hambur, Ivan Roberts and Michelle Wright. RDP 2014-10. The Discussion Paper series is intended to make the results of the current economic research
https://www.rba.gov.au/publications/rdp/2014/pdf/rdp2014-10.pdf
Appendix D: Glossary and Data
1 Jun 2000
RDP
2000-05
Source:. Interest rates: Reserve Bank of Australia Bulletin, Table F.11. For the German repo rate prior to 1999: Datastream, FOOIRGRR.
https://www.rba.gov.au/publications/rdp/2000/2000-05/appendix-d.html
A Small Model of the Australian Macroeconomy: An Update
22 Dec 2005
RDP
PDF
627KB
A SMALL MODEL OF THE AUSTRALIANMACROECONOMY: AN UPDATE. Andrew Stone, Troy Wheatley and Louise Wilkinson. Research Discussion Paper2005-11. December 2005. Economic Research DepartmentReserve Bank of Australia. Since the publication of Beecheyet al
https://www.rba.gov.au/publications/rdp/2005/pdf/rdp2005-11.pdf