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
Data Description
21 Jun 2023
RDP
2023-05
Securities include reverse repos and cash collateral, trading securities, all in-the-money trading derivatives and derivatives recognised for hedging (less the value of netting arrangements), available for sale securities, held
https://www.rba.gov.au/publications/rdp/2023/2023-05/data-description.html
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The Impact of Interest Rates on Bank Profitability: A Retrospective Assessment Using New Cross-country Bank-level Data
8 Jun 2023
RDP
PDF
1310KB
Views expressed in this paper are those of the authors and not necessarily those of the RBA. ... However, the RBA owns the copyright in this paper. Reserve Bank of Australia 2023.
https://www.rba.gov.au/publications/rdp/2023/pdf/rdp2023-05.pdf
The Role of Collateral in Borrowing
20 Jan 2021
RDP
2021-01
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
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Read me file for The Role of Collateral in Borrowing
17 Jan 2021
RDP
PDF
467KB
RDP 2021-01 supplementary information
https://www.rba.gov.au/publications/rdp/2021/2021-01/rdp-2021-01-read-me.pdf
The Role of Collateral in Borrowing
14 Jan 2021
RDP
PDF
1784KB
segmentation between RBA repos and interbank repos. RBA repos tend to have maturities ranging. ... The expansion of ESA balances was driven by RBA repos against lower-quality securities, as banks.
https://www.rba.gov.au/publications/rdp/2021/pdf/rdp2021-01.pdf
The PBC's Objectives and Operational Framework
9 Dec 2019
RDP
2019-11
China's interbank repo market is comprised of pledged repos and title-transferred repos, both of which settle t 0 or t 1. ... In the case of the former, collateral bonds are not transferred to the lenders while they are for title-transferred repos.
https://www.rba.gov.au/publications/rdp/2019/2019-11/the-pbcs-objectives-and-operational-framework.html
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China’s Evolving Monetary Policy Framework in International Context
4 Dec 2019
RDP
PDF
1923KB
Any errors are our own. Authors: jonesbr and bowmanj at domain rba.gov.au. ... Reserve Bank of Australia (RBA) Reserve Bank Act (1959). Norges Bank Norges Bank Act (1985).
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-11.pdf
Introduction
13 Sep 2019
RDP
2019-09
Specifically, we estimate the profits major banks can earn on lending Australian dollar cash in the markets for repos, bank bills and foreign exchange swaps. ... The return enhancement offered by the persistently wide basis is regularly utilised by the
https://www.rba.gov.au/publications/rdp/2019/2019-09/introduction.html
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Australian Money Market Divergence: Arbitrage Opportunity or Illusion?
12 Sep 2019
RDP
PDF
1464KB
Decomposition by weighted cost of debt and equity. Sources: APRA; Authors’ calculations; Bloomberg; RBA. ... RBA. Japanese yen swap Implied return rate from. hedged 3-month swap of.
https://www.rba.gov.au/publications/rdp/2019/pdf/rdp2019-09.pdf
Read me file for Australian Money Market Divergence: Arbitrage Opportunity or Illusion?
12 Sep 2019
RDP
PDF
388KB
RDP 2019-09 supplementary information
https://www.rba.gov.au/publications/rdp/2019/2019-09/rdp-2019-09-read-me.pdf