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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Identifying Repo Market Microstructure from Securities Transactions Data
13 Aug 2018
RDP
PDF
2622KB
Identifying Repo Market Microstructure from Securities Transactions Data. Nicholas Garvin. Research Discussion Paper. ... detail as unsecured markets, because loan-level repo data have not been available.
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-09.pdf
Risk Management
27 Oct 2022
RBA Annual Report
– October 2022
The required margin is maintained throughout the term of the repo through daily two-way margining. ... Repo transactions with the Bank are governed by a Global Master Repurchase Agreement.
https://www.rba.gov.au/publications/annual-reports/rba/2022/risk-management.html
Consultations
4 Apr 2024
Consultations
Index of Consultations
https://www.rba.gov.au/publications/consultations/
Operations in Financial Markets
27 Oct 2022
RBA Annual Report
– October 2022
50.0. 32. 260.2. 91. 231.3. 89. – Of which: for. open repo. ... Of which: for open repo. 34.2. 33. 34.5. 35. 35.3.
https://www.rba.gov.au/publications/annual-reports/rba/2022/operations-in-financial-markets.html
The Repo and Unsecured Markets' Reactions to Stress
20 Jan 2021
RDP
2021-01
in contrast to the tightening observed in US repo markets against private collateral (Gorton and Metrick 2012). ... Louis; RBA. The heavy decline in AGS repo rates likely included special repos.
https://www.rba.gov.au/publications/rdp/2021/2021-01/the-repo-and-unsecured-markets-reactions-to-stress.html
See 11 more results from "RDP 2021-01"
Risk Management
21 Oct 2021
RBA Annual Report
– 2021
The required margin is maintained throughout the term of the repo through daily two-way margining. ... Repo transactions with the Bank are governed by a Global Master Repurchase Agreement.
https://www.rba.gov.au/publications/annual-reports/rba/2021/risk-management.html
Read me file for Demand in the Repo Market: Indirect Perspectives from Open Market Operations from 2006 to 2020
14 May 2024
RDP
PDF
117KB
RDP 2024-03 supplementary information
https://www.rba.gov.au/publications/rdp/2024/2024-03/rdp-2024-03-read-me.pdf
September | 2023
21 Sep 2023
Bulletin
Insights into the economy and financial system from teams throughout the Reserve Bank of Australia
https://www.rba.gov.au/publications/bulletin/2023/sep/
Shadow Banking – International and Domestic Developments
19 Mar 2015
Bulletin
– March 2015
One of the lessons from the global financial crisis is that systemic risk to the financial system can arise from outside the regular banking system, in so-called ‘shadow banking’. This article reviews post-crisis international and domestic
https://www.rba.gov.au/publications/bulletin/2015/mar/8.html
Policy Panel | Conference – 2013
19 Aug 2013
Conferences
The potential impact of the LCR on the functioning of repo markets is the second key challenge. ... This will, however, not hold true for repo transactions against Level 2 assets or non-HQLA.
https://www.rba.gov.au/publications/confs/2013/policy-panel-2013.html