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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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
Non-technical summary for 'The Role of Collateral in Borrowing'
15 Jan 2021
RDP
PDF
417KB
RDP 2021-01 non-technical summary
https://www.rba.gov.au/publications/rdp/2021/2021-01/rdp-2021-01-non-technical-summary.pdf
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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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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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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References
14 Feb 2018
RDP
2018-01
Garvin N, D Hughes and J-L Peydró (forthcoming), ‘Interbank Repo and Unsecured Markets during the Crisis’, RBA Research Discussion Paper.
https://www.rba.gov.au/publications/rdp/2018/2018-01/references.html
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Research Discussion Papers 2011–2020
31 Dec 2011
RDP
Geoff Weir. RDP 2018-09 Identifying Repo Market Microstructure from Securities Transactions Data.
https://www.rba.gov.au/publications/rdp/2011-2020.html
The Effect of Uncertainty on Monetary Policy: How Good are the Brakes?
1 Dec 2009
RDP
PDF
277KB
US: Federal funds rateUK: repo rateGermany/Euro area: repo rateJapan: call rateSweden: discount rateCanada: overnight rate.
https://www.rba.gov.au/publications/rdp/2000/pdf/rdp2000-07.pdf
Funding Behaviour
31 Dec 2013
RDP
2013-15
For wholesale debt issued with original maturities of less than a year, Australian banks make relatively little use of repo funding, which tends to be very short term, and the maturity ... Figure 4: Banks' Wholesale Debt. Share of total funding, 2011.
https://www.rba.gov.au/publications/rdp/2013/2013-15/funding-behaviour.html
Appendix A: Measures of Uncertainty Presented by Foreign Central Banks
31 Dec 2012
RDP
2012-07
Real GDP growth; CPI; core inflation; repo rate. Sveriges Riksbank (2007).
https://www.rba.gov.au/publications/rdp/2012/2012-07/appendix-a.html