Search: RBA Repos

Sort by: Relevance Date
110 of 1,119 search results for 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

Central Clearing of Repos in Australia: A Consultation Paper – March 2015 | Consultations

6 Mar 2015 Consultations
Consultations Central Clearing of Repos in Australia: A Consultation Paper March 2015.
https://www.rba.gov.au/publications/consultations/201503-central-clearing-of-repos-in-australia/

Central Clearing of Repos in Australia: A Consultation Paper | Consultations

6 Mar 2015 Consultations
Central Clearing of Repos in Australia: A Consultation Paper
https://www.rba.gov.au/publications/consultations/201503-central-clearing-of-repos-in-australia.html

Central Clearing of Repos in Australia: Conclusions – October 2015 | Consultations

6 Mar 2015 Consultations
Central Clearing of Repos in Australia: Conclusions October 2015. Download the complete Document 306.
https://www.rba.gov.au/publications/consultations/201503-central-clearing-of-repos-in-australia/conclusions/

Identifying Repo Market Microstructure from Securities Transactions Data

16 Aug 2018 RDP 2018-09
Nicholas Garvin
While separate prudential data indicate a larger repo market than the algorithm data, likely reflecting repos transacted through foreign (i.e. ... non-Austraclear) infrastructure, the two datasets have a robust positive relationship. The algorithm data,
https://www.rba.gov.au/publications/rdp/2018/2018-09.html
See 11 more results from "RDP 2018-09"

Consultations

4 Apr 2024 Consultations
Index of Consultations
https://www.rba.gov.au/publications/consultations/

Identifying Repo Market Microstructure from Securities Transactions Data

13 Aug 2018 RDP PDF 2622KB
positive relationship. The algorithm data, capturing non-RBA repos of up to 14-days maturity from several 2-month data. ... of the Australian repo market (excluding repos with the RBA). Securities transactions data are.
https://www.rba.gov.au/publications/rdp/2018/pdf/rdp2018-09.pdf

The Australian Repo Market | Central Clearing of Repos in Australia: A Consultation Paper | Consultations

6 Mar 2015 Consultations
Footnotes. Wakeling D and I Wilson (2010), ‘The Repo Market in Australia’, RBA. ... Details of the haircuts on repos with the RBA are referred to as ‘margin ratios’ and are provided on the Bank's website at <BCBS (2014), Supervisory Framework for
https://www.rba.gov.au/publications/consultations/201503-central-clearing-of-repos-in-australia/australian-repo-market.html

Abbreviations | Central Clearing of Repos in Australia: A Consultation Paper | Consultations

6 Mar 2015 Consultations
Central Clearing of Repos in Australia: A Consultation Paper March 2015 Abbreviations.
https://www.rba.gov.au/publications/consultations/201503-central-clearing-of-repos-in-australia/abbreviations.html

The Role of Collateral in Borrowing

20 Jan 2021 RDP 2021-01
Nicholas Garvin, David W Hughes and José-Luis Peydró
The total value of RBA repos is large relative to the size of Australian interbank markets, typically representing more than half of the total repo value outstanding. ... RBA repos tend to have maturities ranging between one and several weeks, whereas
https://www.rba.gov.au/publications/rdp/2021/2021-01/full.html
See 14 more results from "RDP 2021-01"

Introduction | Central Clearing of Repos in Australia: A Consultation Paper | Consultations

6 Mar 2015 Consultations
Recently, as part of a broader workstream on repos and securities lending, the Financial Stability Board (FSB) recommended that:. ... Please direct all correspondence and other requests to. Email:. RepoCCPConsultation@rba.gov.au. Address:.
https://www.rba.gov.au/publications/consultations/201503-central-clearing-of-repos-in-australia/introduction.html