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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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
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/
Corporate Bonds in the Reserve Bank's Collateral Framework
17 Jun 2021
Bulletin
– June 2021
In May 2020, the Reserve Bank broadened the range of corporate bonds accepted as collateral under repurchase agreements (repo) from AAA-rated to investment grade (BBB- or above).
https://www.rba.gov.au/publications/bulletin/2021/jun/corporate-bonds-in-the-reserve-banks-collateral-framework.html
Operations in Financial Markets
28 Jul 2004
RBA Annual Report
– 2004
Use of the RBA's facility increased significantly in 2003/04 as liquidity deteriorated in the repo market. ... Footnotes. When the RBA needs to reduce aggregate ESA balances, it typically sells securities under repo to the private sector.
https://www.rba.gov.au/publications/annual-reports/rba/2004/oper-fin-mkts.html
Operations in Financial Markets
20 Aug 2009
RBA Annual Report
– 2009
In its regular market operations, the Reserve Bank generally buys securities under repo. ... ensure that repo rates on CGS lent through the facility would remain positive.
https://www.rba.gov.au/publications/annual-reports/rba/2009/ops-fin-mkts.html
Research Discussion Papers – 2018
13 Feb 2018
RDP
Geoff Weir. RDP 2018-09 Identifying Repo Market Microstructure from Securities Transactions Data.
https://www.rba.gov.au/publications/rdp/2018/
Developments in the Australian Repo Market
13 Sep 2016
Bulletin
September Quarter 2016
PDF
405KB
https://www.rba.gov.au/publications/bulletin/2016/sep/pdf/rba-bulletin-2016-09-developments-in-the-australian-repo-market.pdf
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
Operations in Financial Markets
12 Apr 2020
RBA Annual Report
– 2020
Outright bond holdings. 9. 73. Term Funding Facility. 0. 14. Reverse repo & other. ... 98.8. 100. 155.2. 100. – Of which for open repo. 35.7.
https://www.rba.gov.au/publications/annual-reports/rba/2020/operations-in-financial-markets.html
The Global and Macro-financial Environment
6 Oct 2023
FSR
– October 2023
The Global and Macro-financial Environment | Financial Stability Review – October 2023
https://www.rba.gov.au/publications/fsr/2023/oct/global-financial-environment.html