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
Identifying Repo Market Microstructure from Securities Transactions Data
16 Aug 2018
RDP
2018-09
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
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The Provision of Systemic Liquidity Services by the Public Sector
27 Oct 2008
RDP
2008-06
It has become commonplace for central banks to conduct these operations primarily in repos. ... benefit that might otherwise be gained from making these assets eligible for repos.
https://www.rba.gov.au/publications/rdp/2008/2008-06/pro-systemic.html
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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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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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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 on Financial Markets
1 Jul 1997
RDP
9703
Significant changes included: the start of dealing in repurchase agreements (repos) with the authorised dealers; allowing authorised dealers to deal in repos with others in the market; increasing the flexibility of ... the terms on which the Bank deals
https://www.rba.gov.au/publications/rdp/1997/9703/impact-financial-markets.html
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Australia's RTGS System
31 Dec 2012
RDP
2012-05
Liquidity in RITS is sourced from overnight balances held in participants' accounts at the Reserve Bank of Australia (RBA) and additional funds made available to participants by the RBA via ... In July 2009, the RBA added a ‘targeted’
https://www.rba.gov.au/publications/rdp/2012/2012-05/aus-system.html
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Weighing the Benefits and Costs of Tiering
31 Dec 2012
RDP
2012-06
The range of collateral accepted by the RBA for intraday repos is significantly broader than that used in secured market trades. ... Moreover, Commonwealth Government securities (CGS) are the most commonly used collateral in intraday repos, and many
https://www.rba.gov.au/publications/rdp/2012/2012-06/weighing-benefits-cost-tiering.html
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Appendix B: Time Line of Chinese Financial Reforms
31 Dec 2014
RDP
2014-10
Interbank markets for bonds and repos are formally established, with floating interest rates for government bonds and bonds issued by ‘policy’ banks (China Development Bank, Export-Import Bank of China and
https://www.rba.gov.au/publications/rdp/2014/2014-10/appendix-b.html
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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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