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.
Search Results
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
See 7 more results from "RDP 2019-09"
2016
6 Oct 2022
Bulletin
Insights into the economy and financial system from teams throughout the Reserve Bank of Australia
https://www.rba.gov.au/publications/bulletin/2016/
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
The Economics of Shadow Banking
6 Jan 2014
Conferences
PDF
316KB
RBA Conference Volume 2013
https://www.rba.gov.au/publications/confs/2013/pdf/singh.pdf
Risk Management
12 Apr 2020
RBA Annual Report
– 2020
security. The required margin is maintained throughout the term of the repo through daily two-way margining. ... Previously, these types of securities could be accepted as collateral under repo only if they were rated AAA.
https://www.rba.gov.au/publications/annual-reports/rba/2020/risk-management.html
Statement by Philip Lowe, Governor
16 Mar 2020
Media Releases
Statement by Philip Lowe, Governor
https://www.rba.gov.au/media-releases/2020/mr-20-07.html
Bulletin
17 Apr 2024
Bulletin
- April 2024
PDF
7253KB
https://www.rba.gov.au/publications/bulletin/2024/apr/pdf/bulletin-2024-04.pdf
Changes to the Reserve Bank's Open Market Operations
22 Feb 2022
Speech
Speech delivered by Christopher Kent, Assistant Governor (Financial Markets), to the Australian Financial Markets Association, Sydney
https://www.rba.gov.au/speeches/2022/sp-ag-2022-02-22.html
2023
14 Dec 2022
Bulletin
Insights into the economy and financial system from teams throughout the Reserve Bank of Australia
https://www.rba.gov.au/publications/bulletin/2023/
Operations in Financial Markets
21 Oct 2021
RBA Annual Report
– 2021
The Bank also settles repo transactions contracted in its OMO within ASX Collateral, a collateral management service. ... 155.2. 100. 286.3. 100. – of which for open repo. 34.2.
https://www.rba.gov.au/publications/annual-reports/rba/2021/operations-in-financial-markets.html