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RBA Glossary definition for APRA

APRA – Australian Prudential Regulation Authority. APRA is the prudential regulator of the Australian financial services industry. It oversees banks, credit unions, building societies, general insurance and reinsurance companies, life insurance companies, friendly societies, and most members of the superannuation industry.

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Identifying Repo Market Microstructure from Securities Transactions Data

1 Aug 2018 RDP 2018-09
Nicholas Garvin
The APRA data imply substantially larger repo positions. There are, however, reasons to expect differences. ... These algorithm and APRA series display broadly similar trends for AGS and SGS repos.
https://www.rba.gov.au/publications/rdp/2018/2018-09/full.html

Introduction

15 Aug 2018 RDP 2018-09
Nicholas Garvin
The APRA data imply substantially larger repo positions. There are, however, reasons to expect differences. ... Observations in the algorithm data and APRA data have a robust positive relationship with correlations of around 0.5.
https://www.rba.gov.au/publications/rdp/2018/2018-09/introduction.html

Comparing the Output with Prudential Data

15 Aug 2018 RDP 2018-09
Nicholas Garvin
These algorithm and APRA series display broadly similar trends for AGS and SGS repos. ... a) Algorithm run with 61-day maturity cap. Sources: APRA; ASX; Author's calculations; RBA.
https://www.rba.gov.au/publications/rdp/2018/2018-09/comparing-the-output-with-prudential-data.html

Identifying Repo Market Microstructure from Securities Transactions Data

1 Aug 2018 RDP 2018-09
Nicholas Garvin
Obtained from ASX. APRA data as described in Section 4 and formatted as input for ‘Garvin (2018) tables etc RUN CODE.R’.
https://www.rba.gov.au/publications/rdp/2018/2018-09/read-me.html

The Australian Repo Market Microstructure

15 Aug 2018 RDP 2018-09
Nicholas Garvin
By comparison, previous published RBA analysis of the repo market adopts a broader scope more in line with activity reported to APRA. ... year, although the APRA data do not indicate much quarter-on-quarter volatility.
https://www.rba.gov.au/publications/rdp/2018/2018-09/the-australian-repo-market-microstructure.html