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.
Search Results
Operations in Financial Markets
12 Sep 2014
RBA Annual Report
– 2014
LCR ADIs will be able to contract these repos using eligible securities (including self-securitisations). ... Most of the Reserve Bank's transactions in the domestic market are contracted as repos.
https://www.rba.gov.au/publications/annual-reports/rba/2014/ops-fin-mkts.html
Oversight of High-value Payment Systems
12 Sep 2014
PSB Annual Report
– 2014
The Bank provides this additional liquidity through repurchase agreements with no specified maturity (open repos). ... DE payments, see Fraser S and A Gatty (2014), ‘The Introduction of Same-day Settlement of Direct Entry Obligations in Australia’,
https://www.rba.gov.au/publications/annual-reports/psb/2014/oversight-high-value.html
Regulatory Developments in Financial Market Infrastructures
9 Oct 2015
PSB Annual Report
– 2015
In response to this recommendation, the Bank issued a consultation paper seeking feedback on the costs and benefits of central clearing of repos in Australia. ... The majority of AFMA's membership were supportive of central clearing of repos.
https://www.rba.gov.au/publications/annual-reports/psb/2015/regulatory-developments-in-financial-market-infrastructures.html
The Economics of Shadow Banking | Conference – 2013
19 Aug 2013
Conferences
short-term securities financing transactions in our financial system, including repos, reverse repos, securities borrowing, and lending transactions’ (Tarullo 2012, 2013). ... 6.4 Qualified financial contracts. Qualified financial contracts (QFCs) take
https://www.rba.gov.au/publications/confs/2013/singh.html
Risk Management
16 Oct 2015
RBA Annual Report
– 2015
The Reserve Bank also holds a portion of its foreign currency portfolio in short-term repos. ... Credit exposure on foreign repos is further managed by imposing limits on individual counterparty exposures.
https://www.rba.gov.au/publications/annual-reports/rba/2015/risk-management.html
Operations in Financial Markets
4 Sep 2008
RBA Annual Report
– 2008
in repos with the Reserve Bank at a rate which, though higher than the rate on general collateral, was still cost effective. ... These securities are lent to market participants via repos, with an offsetting reverse repo contracted with the same
https://www.rba.gov.au/publications/annual-reports/rba/2008/balance-sheet.html
Risk Management
12 Sep 2014
RBA Annual Report
– 2014
Part of the increase was reflected in holdings of securities held under reverse repurchase agreements (repos) following the commencement of RBA repos on an ‘open’ basis in November 2013. ... The Bank also holds a portion of its foreign portfolio
https://www.rba.gov.au/publications/annual-reports/rba/2014/risk-mgmt.html
Risk Management
9 Aug 2023
RBA Annual Report
- 2022
PDF
545KB
https://www.rba.gov.au/publications/annual-reports/rba/2022/pdf/risk-management.pdf
Reserve Bank of Australia Annual Report 2014 - Risk Management
1 Oct 2014
RBA Annual Report
2014
PDF
138KB
https://www.rba.gov.au/publications/annual-reports/rba/2014/pdf/risk-mgmt.pdf
Regulatory Developments in Financial Market Infrastructures
24 Oct 2016
PSB Annual Report
– 2016
In October 2015, the Bank published its conclusions from a consultation on the costs and benefits of CCP clearing of repos in Australia.
https://www.rba.gov.au/publications/annual-reports/psb/2016/regulatory-developments-in-financial-market-infrastructures.html