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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.

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Demand in the Repo Market: Indirect Perspectives from Open Market Operations from 2006 to 2020

15 May 2024 RDP 2024-03
Chris Becker, Anny Francis, Calebe de Roure and Brendan Wilson
conducted using repos. ... Repos are an integral part of these operations. The eligible private sector counterparties in these auctions have a variety of reasons for participating.
https://www.rba.gov.au/publications/rdp/2024/2024-03.html
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Demand in the Repo Market: Indirect Perspectives from Open Market Operations from 2006 to 2020

9 May 2024 RDP PDF 4625KB
Australia. Any errors are our own. Author: derourec at domain rba.gov.au. ... using data from its own open market operations that are conducted using repos.
https://www.rba.gov.au/publications/rdp/2024/pdf/rdp2024-03.pdf

Non-technical summary for 'Demand in the Repo Market: Indirect Perspectives from Open Market Operations from 2006 to 2020'

9 May 2024 RDP PDF 132KB
RDP 2024-03 non-technical summary
https://www.rba.gov.au/publications/rdp/2024/2024-03/rdp-2024-03-non-technical-summary.pdf

The Future System for Monetary Policy Implementation - Consultation Paper - April 2024

15 Apr 2024 Consultations PDF 720KB
4 For simplicity, this document refers to the RBA’s counterparties as ‘banks’. ... Graph 2. Graph 3. During the corridor and floor systems, the RBA has continued to supply reserves using OMO repos, but on different terms.6 During the corridor system
https://www.rba.gov.au/publications/consultations/202404-future-system-for-monetary-policy-implementation-in-australia/pdf/202404-the-future-system-for-monetary-policy-implementation-in-australia.pdf

Increasing the Threshold for the Application of the Financial Stability Standards for Securities Settlement Facilities: Conclusions Paper

15 Apr 2024 Consultations PDF 506KB
In the Consultation Paper, the RBA proposed to increase the threshold value to $40 billion. ... 2.3 Stakeholder feedback The RBA received two written submissions, which are summarised below.
https://www.rba.gov.au/publications/consultations/2023-11-increasing-the-fss-threshold-for-sffs/pdf/2023-11-increasing-the-fss-threshold-for-sffs-conclusions-paper.pdf

Consultations

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

Increasing the Threshold for the Application of the Financial Stability Standards for Securities Settlement Facilities

23 Nov 2023 Consultations PDF 511KB
Facilities 8. Appendix B: RBA Submission Guidelines 33. ISBN 978-0-6456221-4-0 (Online). ... swaps and committed repos, as well as highly marketable collateral held in custody and.
https://www.rba.gov.au/publications/consultations/2023-11-increasing-the-fss-threshold-for-sffs/pdf/2023-11-increasing-the-fss-threshold-for-sffs.pdf

Data Description

21 Jun 2023 RDP 2023-05
Callan Windsor, Terhi Jokipii and Matthieu Bussiere
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
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
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